the South African markets. The results also show evidence of more spikey volatility during the COVID-19 pandemic era than … was the case before and after the pandemic and the existence of bidirectional volatility transmission between the markets …

This study analyzes earnings volatility in Austria from 1980 to 2018, providing a comprehensive view of individual … income instability and its demographic and structural determinants. Using administrative data, we examine volatility trends … by gender, age, earnings deciles, and employment interruptions. We find that earnings volatility has increased over time …

I use Bayesian VARs with stochastic volatility to forecast global temperatures and sea level and ice cover in the …

The cryptocurrency market, known for its inherent volatility, has been significantly influenced by external shocks … volatility of the top seven cryptocurrencies by market capitalization - Bitcoin (BTC), Ethereum (ETH), Tether (USDT), Binance … models (GARCH, EGARCH, TGARCH, and DCC-GARCH). This research aims to examine the persistence of leverage effects, volatility …

investment, CDS spreads, exchange rates, and stock return volatility. Using over 8.6 million ticker transaction observations and …) significantly reduce foreign net buys, more than global market volatility (VIX). While global volatility drives CDS spreads, these …

the common indices that have an impact on the stock price volatility during individual and both crises. The findings …

This study examines the simultaneous relationships among oil prices, oil volatility, and two sub-sectors within … positive correlation with oil prices, they demonstrate a bidirectional negative correlation with oil volatility. In particular … volatility. Notably, newly listed alternative energy stocks show no significant relationship with either oil prices or oil …