growth and growth volatility, on the other hand. Based on a sample of 77 countries for the period 1980–2007, we find that … intermediation activities increase growth and reduce volatility in the long run. An expansion of the financial sectors along other … at the cost of higher volatility in high-income countries. Intermediation activities stabilize the economy in the medium …

volatility. …

) increases volatility. (ii) In contrast, in markets with market makers we observe a decrease in volatility in unilaterally taxed … markets. (iii) An encompassing Tobin tax has no impact on volatility in either setting. Efficiency does not vary significantly …

, effectively lowering its volatility. We also show that relatively small increases in the average holdings of reserves by Latin … substantially REER volatility. …

volatility. Following an original way, we construct a non-standard proxy of investor attention on the basis of investors' online … significant determinant of the stock market illiquidity and volatility. Most importantly, this evidence is maintained even after …

) Model to find out the relationships between the volatility of rubber futures returns in the Agricultural Futures Exchange of … Thailand (AFET) and other four main markets, namely, the volatility of rubber futures returns in the Singapore Commodity … Exchange (SICOM), the volatility of rubber futures returns, crude oil returns, and gas oil returns in the Tokyo Commodity …

are interdependent. Also, a single reduced-form equation is derived from the SUR model to analyze the volatility of the …. The Breusch–Pagan test of independence was rejected. A key finding from the volatility analysis suggests that bank profit … rates are inversely related to the volatility of the banks' capitalization ratios as measured by their variances. …

The paper aims to suggest the best volatility forecasting model for stock markets in Turkey. The findings of this paper … support the superiority of high frequency based volatility forecasting models over traditional GARCH models. MIDAS and HAR …-RV-CJ models are found to be the best among high frequency based volatility forecasting models. Moreover, MIDAS model performs …

electronics patents reaching close to 170,000 in 1997. For the empirical analysis, the time-varying nature of volatility in the … activity, and hence on volatility, both symmetric and asymmetric models of volatility are estimated. The estimated models are …