exist. Concerning the controversial issues we find that (i) volatility effects depend on the existence of tax havens and on …

capital flows driven by “herding,” “flocking,” and “contagion.” Policies to deal with volatility by weakening, or even …, to volatility. The paper utilizes a large, detailed database on individual trader positions in crude-oil and heating …

We decompose volatility of a stock market index both in time and scale using wavelet filters and design a probabilistic …

A modified gravity-type model was employed to evaluate the effect of exchange rate volatility on wheat exports …-term measures of exchange rate volatility were constructed and compared. Both measures of exchange rate volatility have exhibited a … volatility is an important factor in explaining the trade pattern of wheat trade worldwide. Keywords: wheat, export, exchange …

appropriately-weighted first moment of this distribution is world growth, while the second measures cross-country volatility. This … paper introduces a methodology to examine the cross-country distribution of growth, and the components of its volatility …

examine the levels of stock liquidity, trading activity, volatility, and asymmetric information, as well as the order …

important for market volatility in models that permit time-varying conditional skewness. The influence of regional and global …

volatility public sector expenditure, cyclical lag of monetary aggregate fluctuations and countercyclical interest rates …