, the Ibovespa and sync up with the S&P500 in New York. The main target is to determine differences of volatility, in the … difference in volatility exists. …

comovement using the cross-sectional volatility, covariance, and correlation metrics proposed in Adrian (2007). In addition, the … paper examines whether correlations and covariance are important determinants of future volatility via traditional time … average correlations, stemming from an increase in hedge fund volatility, is documented. The time-series regressions are …

analysis is that the uncertainty about the future evolution of debt increases when the volatility of exogenous shocks that …

effect of these bans on liquidity, returns, volatility and market efficiency comparing a sample of 23 financial stocks with a …, volatility and market efficiency between the two groups, testifying the inability of restrictions to achieve the purpose for …

relationship between budget deficit and inflation in Iran. At the end, we obtained volatility of budget deficit by using GARCH … model, and showed that, volatility of budget deficit has a positive effect on the inflation too. …

underdeveloped. They therefore suffer especially from the notorious volatility of natural resource prices. Volatile oil prices harm …

I explore the effect of banking concentration and banking competition on the volatility of the growth of value added of … effect of financial intermediation on volatility of growth and another one that discusses the effect of banking concentration … competition and banking concentration on the volatility of manufacturing sectors separately. I find that banking concentration has …

and terms of trade volatility. We estimate and compare several volatility indicators for Argentina, Australia and New … policies for this type of economies must balance reductions in TOT volatility through export diversification (at rising costs …) and a combination of efficiency improvements and internal flexibility to manage volatility effects. …