volatility of real and financial variables. Rather than attempting to characterize every possible shock and amplification … mechanism, this paper offers a parsimonious account of volatility in countries that have already tamed most of the traditional … only explain the observed volatility but they also generate clear externalities that require policy intervention. This …

significant efforts, several structural sources of volatility remain, and new ones have emerged as a result of the new and …

terms of return linkage and volatility transmission covering the period including pre, during and post the 2008 Global … employed to investigate the volatility transmission. We find evidence of statistically significant correlation, return … spillover and volatility linkage between Vietnamese stock market with other leading stock markets of the US, Hong Kong and Japan …

the ECB from 2009 onwards have spilled over into asset price volatility developments of a group of six Central and Eastern … significant role in dampening volatility spikes in the financial markets of the countries at stake. This probably reflects how …

policymakers in terms of its impact on tax revenue performance is exchange rate volatility. Using macrodata spanning 1984 to 2017 … exchange rate volatility is directly harmful to tax revenue performance, and indirectly through trade openness …