the impact of financial integration on consumption growth volatility. More specifically, consumption growth volatility is …In this paper, we analyze the relationship between international financial integration and macroeconomic volatility …

economic growth. Additional aspects of financial system such as access, efficiency and stability should be taken into account … in order to shed light into the relationship between finance and economic growth. In our paper we capture the four … growth. Our results suggest that the impact of four parameters of financial development differs depending on the level of …

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy … stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility …

years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …

to be fully understood. This paper uses Australia as a case study to reveal evidence of intensified volatility spillovers … resulting from QE. Using ex-ante implied volatility measures, we derive time-varying indices that exhibit the risk transference … volatility channel of unconventional monetary policy, demonstrating the ramifications of central bank-induced portfolio balancing …

volatility increases. The better-than-expected performance arises because unprofitable firms are distressed and volatile, their … equity resembles a call option on the assets, and call options value increases with volatility, all else fixed. Consistent … with this hypothesis, the profitability anomaly is stronger for distressed and volatile firms, and aggregate volatility …