This paper examines the impact of intra-Asia exchange rate volatility on intra-Asia trade in primary goods … exchange rate volatility increases, intraregional exports in these goods fall. This adverse impact is even more pronounced in … underline the significant impact of exchange rate volatility on the region's production networks. For South Asia, however …

The OECD Global Forum on Competition debated “Competition and Commodity Price Volatility” in February 2012. This …

relevance for exchange rates is explored by a decomposition of the variance of forecast errors. The impact of global shocks on …

Forecasting-volatility models typically rely on either daily or high frequency (HF) data and the choice between these … two categories is not obvious. In particular, the latter allows to treat volatility as observable but they suffer of many … forecasting-volatility models, comparing their performance (in terms of Value at Risk, VaR) under the assumptions of jumping …