Why are Capital Flows so Much More | | Volatile in Emerging Than in Developed Countries?, by Fernando A. Broner, Roberto Rigobon (Central Bank of Chile Working Papers 328) | Abstract
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| Escaping Nash and | | volatile inflation, by Martin Ellison and Tony Yates (Bank of England Working papers 330) | Abstract
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| | | Volatile multinationals? Evidence from the labor demand of German firms, by Claudia M. Buch, Alexander Lipponer (Deutsche Bundesbank Discussion Papers 200722) | Full text |
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| Durable Good Inventories and the Volatility of Production: Explaining the Less | | Volatile U.S. Economy, by Yi Wen (St Louis Fed Working Papers 2005-047) | Full text |
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Testing Nonlinearities Between Brazilian Exchange Rate and Inflation | | Volatilities , by Christiane R. Albuquerque and Marcelo S. Portugal (Central Bank of Brazil Working Papers 106) | Abstract
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| Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized | | Volatilities , by Tim Bollerslev, Michael Gibson, and Hao Zhou (Federal Reserve Board FEDS series 2004-56) | Abstract
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| Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and | | Volatilities , by Jin-Chuan Duan, Peter Ritchken, and Zhiqiang Sun (Cleveland Fed Working papers wp0619) | Full text |
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| Market Timing with Aggregate and Idiosyncratic Stock | | Volatilities , by Hui Guo, and Jason Higbee (St Louis Fed Working Papers 2005-073) | Full text |
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| Systemic bank risk in Brazil: an assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic | | volatilities and correlations, by Theodore M. Barnhill, Jr., Marcos Rietti Souto (Deutsche Bundesbank Banking Supervision Discussion Papers 200813) | Full text |
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| Welfare Effects of Commodity Price and Exchange Rate | | Volatilities in a Multi-Sector Small Open Economy Model, by Ali Dib (Bank of Canada Working papers 2008-08) | Abstract
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| Macroeconomic announcements and implied | | volatilities in swaption markets, by Fabio Fornari (Bank for International Settlements Quarterly Review 0409h) | Abstract
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| Drifts and | | Volatilities: Monetary Policies and Outcomes in the Post WWII U.S., by Timothy Cogley and Thomas J. Sargent (Atlanta Fed Working papers 2003-25) | Abstract
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| Discussion of Cogley and Sargent's "Drifts and | | Volatilities: Monetary Policy and Outcomes in the Post WWII U.S.", by Marco Del Negro (Atlanta Fed Working papers 2003-26) | Abstract
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| The Decline in Australian Output | | Volatility , by John Simon (Reserve Bank of Australia Research Discussion Papers RDP2001-01) | Abstract
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| Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate | | Volatility , by André Minella, Paulo Springer de Freitas, Ilan Goldfajn and Marcelo Kfoury Muinhos (Central Bank of Brazil Working Papers 077) | Abstract
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| Stock Returns and | | Volatility , by Benjamin Miranda Tabak and Solange Maria Guerra (Central Bank of Brazil Working Papers 054) | Abstract
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| Multivariate Realized Stock Market | | Volatility , by Gregory H. Bauer and Keith Vorkink (Bank of Canada Working papers 2007-20) | Abstract
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| Alternative Public Spending Rules and Output | | Volatility , by Lam, Jean-Paul and William Scarth (Bank of Canada Working papers 2002-37) | Abstract
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| Financial Integration Without the | | Volatility , by Ricardo Caballero, Kevin Cowan (Central Bank of Chile Working Papers 387) | Abstract
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| Inflation Premium and Oil Price | | Volatility , by Paul Castillo, Carlos Montoro , Vicente Tuesta (Central Bank of Chile Working Papers 350) | Abstract
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| Bank Concentration and Credit | | Volatility , by Alejandro Micco, Ugo Panizza (Central Bank of Chile Working Papers 342) | Abstract
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| Great moderation at the firm level? Unconditional versus conditional output | | volatility , by 13/2008:Claudia M. Buch, Jörg Döpke, Kerstin Stahn (Deutsche Bundesbank Discussion Papers 200813) | Full text |
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| Integration of financial markets and national price levels: the role of exchange rate | | volatility , by Mathias Hoffmann, Peter Tillmann (Deutsche Bundesbank Discussion Papers 200807) | Full text |
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| Credit market and macroeconomic | | volatility , by Caterina Mendicino (European Central Bank Working papers 743) | Full text |
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| Stale information, shocks and | | volatility , by Reint Gropp and Arjan Kadareja (European Central Bank Working papers 686) | Full text |
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| Home bias in global bond and equity markets: the role of real exchange rate | | volatility , by Michael Fidora (European Central Bank Working papers 685) | Full text |
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| A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate | | volatility , by Eric Hillebrand and Gunther Schnabl (European Central Bank Working papers 650) | Full text |
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| Fiscal policy and inflation | | volatility , by Philipp C. Rother (European Central Bank Working papers 317) | Full text |
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| The effect of a transaction tax on exchange rate | | volatility , by Markku Lanne - Timo Vesala (Bank of Finland Discussion Papers 2006/11) | Abstract
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| A wavelet analysis of scaling laws and long-memory in stock market | | volatility , by Tommi A. Vuorenmaa (Bank of Finland Discussion Papers 2005/27) | Abstract
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| The impact of macroeconomic news on exchange rate | | volatility , by Helinä Laakkonen (Bank of Finland Discussion Papers 2004/24) | Abstract
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| US Monetary Announcements and Irish Stockmarket | | Volatility , by Don Bredin, Caroline Gavin and Gerard O'Reilly (Central Bank of Ireland Research Technical Papers 04/RT/10) | Abstract
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| The Empirical Study on Long-Memory Properties of Korean Won/Dollar Exchange Rate and | | Volatility , by Ha-Hyun Jo and Seungkook Lee (The Bank of Korea Economic Papers 30) | Abstract
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| Market Valuation, Pension Fund Policy and Contribution | | Volatility , by Maarten van Rooij, Arjen Siegmann and Peter Vlaar (Netherlands Bank DNB Working Papers 159) | Full text |
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| The Evolution of Household Income | | Volatility , by Karen E. Dynan, Douglas W. Elmendorf, and Daniel E. Sichel (Federal Reserve Board FEDS series 2007-61) | Abstract
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| Bond Risk Premia and Realized Jump | | Volatility , by Jonathan Wright and Hao Zhou (Federal Reserve Board FEDS series 2007-22) | Abstract
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| International Asset Markets And Real Exchange Rate | | Volatility , by Martin Bodenstein (Federal Reserve Board International Financial Discussion Papers 2006-884) | Abstract
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| Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. | | Volatility , by Sylvain Leduc and Keith Sill (Federal Reserve Board International Financial Discussion Papers 2006-873) | Abstract
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| Trends in Federal Funds Rate | | Volatility , by Spence Hilton (New York Fed Current issues ci11-07) | Abstract
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| Inference, Arbitrage, and Asset Price | | Volatility , by Tobias Adrian (New York Fed Staff reports 187) | Abstract
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| Cross-Country Differences in Monetary Policy Execution and Money Market Rates' | | Volatility , by Leonardo Bartolini and Alessandro Prati (New York Fed Staff reports 175) | Abstract
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| The Impact of CEO Turnover on Equity | | Volatility , by Matthew J. Clayton, Jay C. Hartzell, and Joshua V. Rosenberg (New York Fed Staff reports 166) | Abstract
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| The Roles of Comovement and Inventory Investment in the Reduction of Output | | Volatility , by F. Owen Irvine and Scott Schuh (Boston Fed Working papers 05-09) | Abstract
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| Sales Persistence and the Reductions in GDP | | Volatility , by F. Owen Irvine (Boston Fed Working papers 05-05) | Abstract
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| On the Trade Impact of Nominal Exchange Rate | | Volatility , by Silvana Tenreyro (Boston Fed Working papers 03-02) | Abstract
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| Inventory Investment and Output | | Volatility , by Owen Irvine and Scott Schuh (Boston Fed Working papers 02-06) | Abstract
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| First-Time Home Buyers and Residential Investment | | Volatility , by Jonas D. M. Fisher, Martin Gervais (Chicago Fed Working papers WP-2007-15) | Abstract
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| The Long and Large Decline in State Employment Growth | | Volatility , by Gerald Carlino, Robert DeFina, and Keith Sill (Philadelphia Fed Working Papers wp07-11) | Full text |
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| Consumer Search, Price Dispersion, and International Relative Price | | Volatility , by George Alessandria (Philadelphia Fed Working Papers wp05-09) | Full text |
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| Monetary Policy, Oil Shocks, and TFP: Accounting for the Decline in U.S. | | Volatility , by Sylvain Leduc and Keith Sill (Philadelphia Fed Working Papers wp03-22) | Full text |
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| International Financial Remoteness and Macroeconomic | | Volatility , by Rose, Spiegel (San Francisco Fed Working Papers 2008-01) | Full text |
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| Institutional Causes of Macroeconomic | | Volatility , by Levon Barseghyan, and Riccardo DiCecio (St Louis Fed Working Papers 2008-021) | Abstract
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| | | Volatility Accounting: A Production Perspective on Increased Economic Stability, by Kevin J. Stiroh (New York Fed Staff reports 245) | Abstract
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| The Joint Dynamics of Liquidity, Returns, and | | Volatility across Small and Large Firms, by Tarun Chordia, Asani Sarkar, and Avanidhar Subrahmanyam (New York Fed Staff reports 207) | Abstract
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| Fiscal rules for debt sustainability in emerging markets: the impact of | | volatility and default risk, by Adrian Penalver and Gregory Thwaites (Bank of England Working papers 307) | Abstract
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| | | Volatility and derivatives turnover: a tenuous relationship, by Serge Jeanneau and Marian Micu (Bank for International Settlements Quarterly Review 0303g) | Full text |
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| Government size, composition, | | volatility and economic growth, by António Afonso and Davide Furceri (European Central Bank Working papers 849) | Full text |
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| Equity Market | | Volatility and Expected Risk Premium, by Long Chen, Hui Guo, and Lu Zhang (St Louis Fed Working Papers 2006-007) | Full text |
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| Exchange rate regimes, foreign exchange | | volatility and export performance in Central and Eastern Europe: Just another blur project?, by Balázs Égert, Amalia Morales-Zumaquero (Bank of Finland BOFIT Discussion Papers 2005/08) | Abstract
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| Exchange rate | | volatility and growth in small open economies at the EMU periphery, by Gunther Schnabl (European Central Bank Working papers 773) | Full text |
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| Sovereign Debt, | | Volatility and Insurance, by Kenneth Kletzer (Central Bank of Chile Working Papers 330) | Abstract
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| Net Exports, Consumption | | Volatility and International Real Business Cycle Models, by Andrea Raffo (Kansas City Fed Working Papers RWP06-01) | Abstract
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| The Spline GARCH Model for Unconditional | | Volatility and its Global Macroeconomic Causes, by Robert F. Engle and Jose Gonzalo Rangel (Czech National Bank Working papers 2005/13) | Abstract
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| Explaining credit default swap spreads with equity | | volatility and jump risks of individual firms, by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu (Bank for International Settlements Working papers 181) | Abstract
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| Explaining Credit Default Swap Spreads with the Equity | | Volatility and Jump Risks of Individual Firms, by Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2005-63) | Abstract
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| Stock market | | volatility and learning, by Klaus Adam (European Central Bank Working papers 862) | Full text |
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| DSGE Models of High Exchange-Rate | | Volatility and Low Pass-Through, by Giancarlo Corsetti; Luca Dedola; Sylvain Leduc (Federal Reserve Board International Financial Discussion Papers 2005-845) | Abstract
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| Investigating The Relationship between Exchange Rate | | Volatility and Macroeconomic Volatility In Singapore?, by Saktiandi Supaat, Angela Phang, Ng Heng Tiong, and Edward Robinson (Monetary Authority of Singapore Staff Papers No. 25) | Abstract
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| Trading volumes, | | volatility and spreads in foreign exchange markets: evidence from emerging market countries, by Gabriele Galati (Bank for International Settlements Working papers 093) | Abstract
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| Exchange Rate | | Volatility and the Credit Channel in Emerging Markets: A Vertical Perspective, by Ricardo Caballero and Arvind Krishnamurthy (IJCB International Journal of Central Banking 05q2a6) | Abstract
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| Stock Market | | Volatility and the Great Moderation, by Sean D. Campbell (Federal Reserve Board FEDS series 2005-47) | Abstract
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| Demand | | Volatility and the Lag between the Growth of Temporary and Permanent Employment, by Sainan Jin, Yukako Ono, Qinghua Zhang (Chicago Fed Working papers WP-2007-19) | Abstract
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| Transmission of | | Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (EBS) Data, by Fang Cai, Edward Howorka, and Jon Wongswan (Federal Reserve Board International Financial Discussion Papers 2006-863) | Abstract
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| Non-fundamental exchange rate | | volatility and welfare, by Roland Straub and Ivan Tchakarov (European Central Bank Working papers 328) | Full text |
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| The Stochastic Discount Factor: Extending the | | Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments, by Fousseni Chabi-Yo, René Garcia, and Eric Renault (Bank of Canada Working papers 2005-02) | Abstract
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| Do Bank-Based Financial Systems Reduce Macroeconomic | | Volatility by Smoothing Interest Rates?, by Johann Scharler (Austrian National Bank Working Papers WP117) | Abstract
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| Emerging Market Economies: The Aftermath of | | Volatility Contagion in a Selection of Three Financial Crises, by Felipe Jaque (Central Bank of Chile Working Papers 305) | Abstract
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| | | Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets, by Roberta Colavecchio and Michael Funke (Bank of Finland BOFIT Discussion Papers 2007/17) | Abstract
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| Nonlinear | | Volatility Effects on Growth in Developing Economies, by Nelson Ramírez-Rondán (Central Reserve Bank of Peru Working Papers 2007-016) | Abstract
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| Ultra high frequency | | volatility estimation with dependent microstructure noise, by Yacine Ait-Sahalia, Per A. Mykland, Lan Zhang (Deutsche Bundesbank Discussion Papers 200530) | Full text |
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| | | Volatility Forecasts for the Mexican Peso - U.S. Dollar Exchange Rate: An Empirical Analysis of Garch, Option Implied and Composite Forecast Models, by Benavides Guillermo (Bank of Mexico Working Papers 2006-04) | Full text |
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| | | Volatility Forecasts, Trading Volume, and the ARCH versus Option-Implied Volatility Trade-off, by Glen Donaldson and Mark Kamstra (Atlanta Fed Working papers 2004-06) | Abstract
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| Aggregation, Persistence and | | Volatility in a Macromodel, by Karim Abadir, Gabriel Talmain (Bank of Portugal Working papers 2001-06) | Abstract
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| Endogenous Borrowing Constraints and Consumption | | Volatility in a Small Open Economy, by Carlos de Resende (Bank of Canada Working papers 2006-37) | Abstract
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| Spanned stochastic | | volatility in bond markets: a reexamination of the relative pricing between bonds and bond options, by Don H Kim (Bank for International Settlements Working papers 239) | Abstract
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| Frequency of observation and the estimation of integrated | | volatility in deep and liquid financial markets, by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan (Bank for International Settlements Working papers 249) | Abstract
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| Frequency of Observation and the Estimation of Integrated | | Volatility in Deep and Liquid Financial Markets, by Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, and Mico Loretan (Federal Reserve Board International Financial Discussion Papers 2007-905) | Abstract
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| Aggregate Idiosyncratic | | Volatility in G7 Countries, by Hui Guo and Robert Savickas (St Louis Fed Working Papers 2004-027) | Full text |
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| Understanding | | Volatility In Hong Kong's Financial Markets, by Ip-wing Yu and Laurence Fung (Hong Kong Monetary Authority Working Papers RM2003-15) | Full text |
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| Trading Risk and | | Volatility in Interest Rate Swap Spreads, by John Kambhu (New York Fed Staff reports 178) | Abstract
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| Should monetary policy attempt to reduce exchange rate | | volatility in New Zealand?, by Dominick Stephens (Reserve Bank of New Zealand Discussion Papers DP2006/05) | Abstract
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| Investigating The Relationship between Exchange Rate Volatility and Macroeconomic | | Volatility In Singapore?, by Saktiandi Supaat, Angela Phang, Ng Heng Tiong, and Edward Robinson (Monetary Authority of Singapore Staff Papers No. 25) | Abstract
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| Comovements in | | volatility in the euro money market (forthcoming), by Nuno Cassola and Claudio Morana (European Central Bank Working papers 703) | Full text |
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| Volume and | | volatility in the FX market: Does it matter who you are?, by Geir H. Bjřnnes, Dagfinn Rime and Haakon O.Aa. Solheim (Central Bank of Norway Working Papers 2003/07) | Full text |
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| Trading Activity and Price | | Volatility in the Municipal Bond Market, by Chris Downing and Frank Zhang (Federal Reserve Board FEDS series 2002-39) | Abstract
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| Why A-share market | | volatility is high?, by Hui Miao and Wensheng Peng (Hong Kong Monetary Authority China Economic Issues 200704) | Full text |
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| | | Volatility Linkages between Financial Markets in Hong Kong, by Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers RM2003-19) | Full text |
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| Returns and | | volatility linkages in the international equity and currency markets, by Bill F. Rancis - Iftekhar Hasan - Delroy M. Hunter (Bank of Finland Discussion Papers 2002/09) | Abstract
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| An Empirical Analysis of Short-Run and Long-Run Irish Export Functions: Does Exchange Rate | | Volatility Matter?, by Don Bredin, Stilianos Fountas and Eithne Murphy (Central Bank of Ireland Research Technical Papers 02/RT/01) | Abstract
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| Bayesian Semiparametric Stochastic | | Volatility Modeling, by Mark J. Jensen and John M. Maheu (Atlanta Fed Working papers 2008-15) | Abstract
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| Choosing the Best | | Volatility Models: The Model Confidence Set Approach, by Peter Reinhard Hansen, Asger Lunde, and James M. Nason (Atlanta Fed Working papers 2003-28) | Abstract
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| Can Financial Innovaition Help to Explain the Reduced | | Volatility of Econonomic Activity?, by Karen E. Dynan, Douglas W. Elmendorf, and Daniel E. Sichel (Federal Reserve Board FEDS series 2005-54) | Abstract
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| Implied | | volatility of foreign exchange options: is it worth tracking?, by Áron Gereben - Klára Pintér (Magyar Nemzeti Bank Occasional papers 2005/39) | Abstract
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| Modelling heterogeneity and dynamics in the | | volatility of individual wages, by Laura Hospido (Bank of Spain Working Papers 0738) | Abstract
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| | | Volatility of interest rates in the euro area: evidence from high frequency data, by Nuno Cassola and Claudio Morana (European Central Bank Working papers No.235) | Full text |
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| Excess Sensitivity and | | Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets, by Meredith Beechey (Sveriges Riksbank Working Papers No173) | Abstract
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| Durable Good Inventories and the | | Volatility of Production: Explaining the Less Volatile U.S. Economy, by Yi Wen (St Louis Fed Working Papers 2005-047) | Full text |
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| Monetary policy and the | | volatility of real exchange rates in New Zealand, by Ken West (Reserve Bank of New Zealand Discussion Papers DP2003/09) | Abstract
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| Testing for a Structural Break in the | | Volatility of Real GDP Growth in Canada, by Debs, Alexandre (Bank of Canada Working papers 2001-9) | Abstract
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| Is the | | volatility of the EONIA transmitted to longer-term euro money market interest rates?, by Francisco Alonso and Roberto Blanco (Bank of Spain Working Papers 0541) | Abstract
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| Money market operations and | | volatility of UK money market rates, by Anne Vila Wetherilt (Bank of England Working papers 174) | Abstract
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| What Drives | | Volatility Persistence in the Foreign Exchange Market?, by David Berger, Alain Chaboud, Erik Hjalmarsson, and Edward Howorka (Federal Reserve Board International Financial Discussion Papers 2006-862) | Abstract
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| | | Volatility Puzzles: A Unified Framework for Gauging Return-Volatility Regressions, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2003-40) | Abstract
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| A Bayesian Approach to Counterfactual Analysis with an Application to the | | Volatility Reduction in U.S. Real GDP, by Chang-Jin Kim, James Morley and Jeremy M. Piger (St Louis Fed Working Papers 2004-014) | Full text |
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| Interest Sensitivity and | | Volatility Reductions: Cross-Section Evidence, by F. Owen Irvine and Scott Schuh (Boston Fed Working papers 05-04) | Abstract
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| Volatility Puzzles: A Unified Framework for Gauging Return- | | Volatility Regressions, by Tim Bollerslev and Hao Zhou (Federal Reserve Board FEDS series 2003-40) | Abstract
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| Are Average Growth Rate and | | Volatility Related?, by Partha Chatterjee and Malik Shukayev (Bank of Canada Working papers 2006-24) | Abstract
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| Strategic investor behaviour and the volume- | | volatility relation in equity markets, by Randi Nćs and Johannes A. Skjeltorp (Central Bank of Norway Working Papers 2003/09) | Full text |
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| Illiquidity, Financial Development and the Growth- | | Volatility Relationship, by Enisse Kharroubi (Bank of France Working Papers Nr 139) | Abstract
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| Has Inventory | | Volatility Returned? A Look at the Current Cycle, by James A. Kahn and Margaret M. McConnell (New York Fed Current issues ci08-05) | Abstract
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| Assessing the compensation for | | volatility risk implicit in interest rate derivatives, by Fabio Fornari (European Central Bank Working papers 859) | Full text |
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| Do Bonds Span | | Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models, by Torben G. Andersen, Luca Benzoni (Chicago Fed Working papers WP-2006-15) | Abstract
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| Dynamic Estimation of | | Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities, by Tim Bollerslev, Michael Gibson, and Hao Zhou (Federal Reserve Board FEDS series 2004-56) | Abstract
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| Identifying | | Volatility Risk Premium from Fixed Income Asian Options, by Caio Ibsen R. Almeida and José Valentim M. Vicente (Central Bank of Brazil Working Papers 136) | Abstract
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| Extracting risk neutral probability densities by fitting implied | | volatility smiles: Some methodological points and an application to the 3M Euribor futures option prices., by Andersen, Allan Břdskov; Wagener, Tom (Danmarks Nationalbank Working papers WP09/2002) | Abstract
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| Extracting risk neutral probability densities by fitting implied | | volatility smiles: some methodological points and an application to the 3M Euribor futures option prices, by Allan Bodskov Andersen and Tom Wagener (European Central Bank Working papers No.198) | Full text |
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| Return And | | Volatility Spillovers In Hong Kong Financial Markets, by Laurence Fung and Ip-wing Yu (Hong Kong Monetary Authority Working Papers RM2004-01) | Full text |
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| | | Volatility Spillovers in Korean Financial Markets, by Ok-Ja Yoon and Kyu-Ho Kang (The Bank of Korea Economic Papers 51) | Abstract
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| Predictable Dynamics in the S&P 500 Index Options Implied | | Volatility Surface, by Silvia Goncalves, and Massimo Guidolin (St Louis Fed Working Papers 2005-010) | Full text |
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| Modelling the MIB30 Implied | | Volatility Surface. Does Efficiency Matter?, by Gianluca Cassesse, and Massimo Guidolin (St Louis Fed Working Papers 2005-008) | Full text |
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| Cross-dynamics of | | volatility term structures implied by foreign exchange options, by Elizaveta Krylova (European Central Bank Working papers 530) | Full text |
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| Volatility Forecasts, Trading Volume, and the ARCH versus Option-Implied | | Volatility Trade-off, by Glen Donaldson and Mark Kamstra (Atlanta Fed Working papers 2004-06) | Abstract
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| | | Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures, by Roberta Colavecchio, Michael Funke (Bank of Finland BOFIT Discussion Papers 2006/16) | Abstract
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| Estimating Integrated | | Volatility Using Absolute High-Frequency Returns, by Ysusi Carla (Bank of Mexico Working Papers 2006-13) | Full text |
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| Testing for Longer Horizon Predictability of Return | | Volatility with an Application to the German DAX, by Burkhard Raunig (Austrian National Bank Working Papers WP086) | Abstract
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| Forecasting stock market | | volatility with macroeconomic variables in real time, by Jörg Döpke, Daniel Hartmann, Christian Pierdzioch (Deutsche Bundesbank Banking Supervision Discussion Papers 200601) | Full text |
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| Exchange rate | | volatility without the contrivance of fundamentals and the failure of PPP, by Mikael Bask (Bank of Finland Discussion Papers 2006/08) | Abstract
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| Money market | | volatility - A simulation study, by Michal Kempa (Bank of Finland Discussion Papers 2006/13) | Abstract
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| Exploring the Implications of Official Dollarization on Macroeconomic | | Volatility., by Roberto Duncan (Central Bank of Chile Working Papers 200) | Abstract
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| Does trade openness increase firm-level | | volatility?, by Claudia M. Buch, Jörg Döpke, Harald Strotmann (Deutsche Bundesbank Discussion Papers 200640) | Full text |
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| International Risk-Taking, | | Volatility, and Consumption Growth, by Maria Giduskova and Borja Larrain (Boston Fed Working papers 06-17) | Abstract
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| Sovereign Debt, | | Volatility, and Insurance, by Kletzer (San Francisco Fed Working Papers 2006-05) | Full text |
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| Declining Required Reserves, Funds Rate | | Volatility, and Open Market Operations, by Selva Demiralp and Dennis Farley (Federal Reserve Board FEDS series 2003-27) | Abstract
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| | | Volatility, Growth, and Large Welfare Gains from Stabilization Policies, by Pengfei Wang, and Yi Wen (St Louis Fed Working Papers 2006-032) | Full text |
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| The anticipated and concurring effects of the EMU: exchange rate | | volatility, institutions and growth, by Michele Bagella - Leonardo Becchetti - Iftekhar Hasan (Bank of Finland Discussion Papers 2004/15) | Abstract
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| Central Bank Intervention and Exchange Rate | | Volatility, Its Continuous and Jump Components, by Michel Beine, Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely, and Franz C. Palm (St Louis Fed Working Papers 2006-031) | Full text |
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| Exchange rate | | volatility, macro announcements and the choice of intraday seasonality filtering method, by Helinä Laakkonen (Bank of Finland Discussion Papers 2007/23) | Abstract
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| Macroeconomic | | Volatility, Predictability and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters, by Sean D. Campbell (Federal Reserve Board FEDS series 2004-52) | Abstract
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| Stock Implied | | Volatility, Stock Turnover, and the Stock-Bond Return Relation, by Chris Stivers, Licheng Sun, and Robert Connolly (Atlanta Fed Working papers 2002-3a) | Abstract
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| The Effect of Bid-Ask Prices on Brazilian Options Implied | | Volatility: A Case Study of Telemar Call Options, by Claudio Henrique da Silveira Barbedo and Eduardo Facó Lemgruber (Central Bank of Brazil Working Papers 144) | Abstract
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| Sensitivity analysis of | | volatility: a new tool for risk management, by Simone Manganelli (European Central Bank Working papers No.194) | Full text |
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| Tracking the Source of the Decline in GDP | | Volatility: An Analysis of the Automobile Industry, by Valerie A. Ramey and Daniel J. Vine (Federal Reserve Board FEDS series 2005-14) | Abstract
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| The rise and fall of US dollar interest rate | | volatility: evidence from swaptions, by Fabio Fornari (Bank for International Settlements Quarterly Review 0509g) | Abstract
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| Foreign Bank Entry and Business | | Volatility: Evidence from U.S. States and Other Countries, by Donald P. Morgan , Philip E. Strahan (Central Bank of Chile Working Papers 229) | Abstract
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| Euro money market interest rates dynamics and | | volatility: How they respond to recent changes in the operational framework., by Caroline Jardet and Gaëlle Le Fol (Bank of France Working Papers Nr 167) | Abstract
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| Exchange rates and global | | volatility: implications for Asia-Pacific currencies, by John Cairns, Corrinne Ho and Robert McCauley (Bank for International Settlements Quarterly Review 0703f) | Abstract
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| Financial market | | volatility: informative in predicting recessions., by Jan Annaert - Marc J.K. De Ceuster - Nico Valckx (Bank of Finland Discussion Papers 2001/14) | Abstract
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| Government size and output | |