lowering its volatility. We also show thatrelatively small increases in the average holdings of reserves by Latin American … volatility. …

For the purpose of developing alternative approach for forecasting volatility, we consider heterogeneous VAR (HVAR …

Although the volatility of house prices is often ascribed to demand-side factors, constraints on housing supply have … important and little-studied implications for housing dynamics. I illustrate the strong relationship between the volatility of … investigate the mechanisms underlying this relationship. I find that supply constraints increase volatility through two channels …

The use of GARCH models is widely used as an effective method for capturing the volatility clustering inherent in … that the latter method is better if interest centers on volatility and value-at-risk prediction. New volatility measures …

This paper investigates the relationship between trust and macroeconomic volatility. An illustrative model rationalizes … the relationship between trust and volatility. In this model, trust relaxes credit constraints and diminishes investment … with lower macroeconomic volatility in a cross section of countries. This relationship persists when various covariates are …

This study aims to investigate the presence of volatility transmission among regional equity markets of Pakistan, China … volatility transmission is present between friendly countries of different regions with economic links. We also find some … evidence of transmission of volatility between countries which are on unfriendly terms. …