The authors present an exact methodology for decomposing cross-sectional volatility into contributions from various …

by changes in prices and their volatility is fundamental for predicting the supply of staple crops and, hence, assessing …-term volatility in food prices. Such aggregate estimates are also valuable to verify whether involved country-specific estimations add …-run elasticities are about 0.05 to 0.25; price volatility tends to reduce acreage response of some crops; comparison of the annual and …

show that a greater reliance on foreign market sales increases the conditional volatility of firms' stock returns. The two … economically significant effect on firm-level volatility, although an increase in the intensity of sales through foreign affiliates … has a stronger effect on volatility than a similar change in firms' export intensity. We also uncover evidence consistent …

We reconsider the empirical links between volatility and growth between 1970 and 2007. There is a strong and … their economies. The amount of volatility driven by these external factors is highly correlated, cross-sectionally, with the … overall amount of volatility in GDP growth. There is also a strong correlation between a country's average growth rate and the …

This Research Bulletin provides an update on the rise of global volatility. Average volatilities and correlations … across assets (cross-sectional volatility or “CSV”) have also increased, reflecting an expanded opportunity set for asset …