This paper examines the impact of trade costs on real exchange rate volatility. We incorporate a multi … exchange rate volatility depends on relative technological differences and trade costs. These differences highlight a new … volatility. We then test the importance of this channel using a large panel of cross-country data over 1970-97, and find strong …

The paper studies the effect of the market's perceived exchange rate volatility on bid-ask spreads. The anticipated … volatility is extracted from currency options data. An increase in the perceived volatility is found to widen bid-ask spreads … estimate of the effect of the volatility on the spreads. Although the spread-volatility relation implied by the option model of …

Intro -- Trade Costs and Real Exchange Rate Volatility: The Role of Ricardian Comparative Advantage -- Contents -- I … EXCHANGE RATE VOLATILITY -- REFERENCES. …

impact on the problem of portfolio optimization. When volatility is constant, the transaction costs optimal investment …Two major financial market complexities are transaction costs and uncertain volatility, and we analyze their joint … volatility, but with no transaction costs, the Merton problem under general utility functions can also be analyzed with …

the flow of Bitcoin transactions and its price movement. Using network theory, we examine a few complexity measures of the … market variables such as returns and volatility. We find that complexity of Bitcoin transaction network is significantly … correlated with Bitcoin market volatility. More specifically we document that the popularity of Bitcoin gauged from total system …

The paper studies the effect of the market's perceived exchange rate volatility on bid-ask spreads. The anticipated … volatility is extracted from currency options data. An increase in the perceived volatility is found to widen bid-ask spreads … estimate of the effect of the volatility on the spreads. Although the spread-volatility relation implied by the option model of …