change in stock market capitalization, global liquidity growth, and institutional quality lowers the volatility. A regional … volatile capital flows and their disruptive potential. This paper aims to identify factors that explain the size and volatility … determinants of capital inflows to developing Asia. Trade openness increases the volatility of all types of capital inflows, while …

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 …

years. In the energy literature, the returns, volatility and volatility spillovers (namely, the delayed effect of a returns … shock in one asset on the subsequent volatility or covolatility in another asset), among alternative energy commodities … conditional volatility models, specifically the BEKK and DCC models. A serious technical deficiency is that the Quasi …

price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH …