Volatility in exchange rates is decomposed into components associated with domestic and international concerns for six …

This study proposes a new approach to the estimation of daily volatility in financial markets. To do this we evaluate a … number of traditional estimators of daily volatility based upon intra-day data and propose a new estimator of daily … volatility based upon intra-day data which is both unbiased and efficient. …

the main source of income. Yet some in this debate have argued that, given the extreme volatility in agricultural …. Rather it is a direct consequence of the high degree of volatility in agricultural commodity markets. …

opportunities, asset tangibility, non-debt tax shield, volatility and liquidity on capital structure. Employing the cross …

volatility in working hours is also data-consistent because of the substitution between market and nonmarket sectors. …

This study estimated an error correction model of the impact of real effective exchange rate volatility on the … heteroscedasticity (GARCH) measure of real exchange rate volatility, the findings show that exchange rate volatility depresses exports in …

The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC … market volatility, especially in Mexico. …

, unemployment, and the volatility of these variables. We find that a higher degree of uncertainty regarding monetary policy is … associated with greater volatility of output growth and unemployment. …

concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … creditworthiness of debtors more reliably. The obtained findings suggest that volatility takes a significant higher level in times of …