research, among others Stock and Watson (2002, 2005), document on the other hand a fall in the aggregate volatility of macro … and real wages (plus real GDP and employment) for a number of countries and find a decline in the aggregate volatility … of aggregate volatility it predicts for welfare and laissez-faire economies under different degrees of turbulence. We …

volatility and time to maturity, as well as the risk freerate. However, both the volatility and the risk-free rate are … modeling of the underlying asset price-move so as to value an option, we realize that its volatility is captured by the time to … maturity. Moreover, the value of an option increases both as the volatility and time to maturity increase. These observations …

study we investigate the mean-volatility spillover effects that happen across international stock markets. The study, by … taking into consideration the stock market returns based on various indices, investigates the mean-volatility spillover … precise and separate measures of return spillovers and volatility spillovers. The analysis provides the evidence of strong …

larger price stickiness heterogeneity, the smaller the persistence of inflation and the volatility of inflation, interest …

financial markets as the literature has here-to-fore been focused too narrowly on Gaussian variance as a measure of volatility …

volatility, the risk premium puzzle, the size anomaly, calendar effects and the 1987 stock market crash …

the influence of financial volatility. Up to the present few researches focused on analyzing macroeconomic volatility of … volatility of US economy between 2007 and 2010. Accordingly, two different types of financial time series were generated, namely …

I provide new evidence on earnings and income volatility among Black women in the United States over the past four … decades by using matched data from the March Current Population Survey. I use a measure of total volatility that encompasses …, earnings volatility fell over the entire period and income volatility rose after the mid 1980s. I also find that changes over …