might be due to the growing volatility of international fertilizer prices, especially urea, and it is probable that most of … volatility). Second, the prices of food commodities have influenced the fertilizer market and not vice versa. The results show …, meaning that no buffer could protect the market when an adverse shock occurred in 2007. Fifth, the volatility of energy, food …

which is a stronger predictor of not only stock returns, but also volatility. …

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 …

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

) 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 …