Empirical research indicates that the volatility of stock return time series have long memory. However, it has been … (RLS) model using the approach of Lu and Perron (2010) and Li and Perron (2013) for the volatility of daily stocks returns … suggest that the level shifts in the volatility of daily stocks returns data are infrequent but once they are taken into …

dynamic response of stock returns to a positive oil shock, while diminishing the response of stock returns to a negative oil … price shock compared to a model which excludes oil price uncertainty from entering the oil price-stock returns equation …

This paper investigated the effect of terms of trade growth and its volatility on economic growth in Sub-Saharan Africa … effect on economic growth. Furthermore, the result proved that volatility of net barter terms of trade and income terms of … volatility measures. …

This paper presented the empirical results of the volatility transmission of overnight rate along the yield curve in … case of Pakistan. The results indicate that the volatility transmission of overnight repo rate is higher at the shorter end … underpinning of the interest rates volatility transmission process found in other countries. Moreover, the results also suggest …

International capital markets tend to be characterized by volatility, which is always a function of world economic and … Exchange was different during the crisis and after the crisis and how the volatility of the Romanian market changed in the post …

This paper investigates the effect of real exchange rate misalignment and volatility on Malaysian import flows during … Natural Real Exchange Rate (NATREX) equilibrium model, whereas the volatility of real exchange rate is generated from the … the level of Malaysian imports for period of the study. The empirical results also show that the exchange rate volatility …

the central bank of Nigeria and the implications for monetary policy, using the standard deviation measure of volatility … policy committee has operated since 2011 has boosted policy credibility due to the reduction in markets volatility …