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. …

volatility. Precisely, different specifications of the Fractionally Integrated GARCH (FIGARCH) model of Baillie et al. (1996) and …

This paper shows that the volatility of wages has significant effects on a country’s rate of economic growth. Our … theoretical framework suggests two distinct channels in which wage volatility affects growth: a positive direct way and a negative …, ignoring indirect effects operating through government size may mask the real net effects of volatility on growth, which could …

the relations between volatility of share prices and shareholder return of the companies participating in WIG … analyzed period the WIG-Ukraine demonstrated decrease in capitalization of its companies and higher volatility comparing to WIG …: the decrease in correlation coefficient between the share prices' and the Index value led to the reduction of volatility …

volatility patterns in commodity prices, and linking volatility in commodity markets to these variables.Our results show a …&P500 and WTI to MSCI, CPI to WTI, and MSCI, S&P500 to Dollex. We also study the causal relationships between the volatility … for financialisation of commodity/food markets driving commodity/food returns and their volatility rests on weak …

This paper investigates empirically the relationship between inflation, inflation volatility and output growth in the … the hypotheses that inflation rates are directly related to inflation volatility, and that inflation volatility affects … negatively output growth. It is found that higher inflation rates are associated to higher inflation volatility which in turn …

contribute to the volatility of these materiality measures over a period of time. …

In this paper we investigate the effects of volatility of the fundamental determinants of trade on trade flows in … and real income and their associated conditional volatility. We consider a vector error-correction model with conditional … run. Also, some preliminary results show that there might be some non-negligible volatility effects of fundamentals on the …