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September 01, 2014
 

The Search found 79 of 13664 documents sorted by Date with the following criteria:
Subject/Keyword: volatility

 
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1. Title: Commodity Prices and Exchange Rate Volatility: Lessons from South Africa’s Capital Account Liberalization
  Author/Editor: Arezki, Rabah ; Dumitrescu, Elena ; Freytag, Andreas ; Quintyn, Marc
  Series: Working Paper No. 12/168
  Published: June 01, 2012
  Subject(s): Capital account liberalization | Commodity price fluctuations | Commodity prices | Exchange rates | Gold prices | South Africa
  Author's Keyword(s): Exchange rate | volatility | commodities | financial flows.
 
2. Title: The Volatility Trap: Precautionary Saving, Investment, and Aggregate Risk
  Author/Editor: Cherif, Reda ; Hasanov, Fuad
  Series: Working Paper No. 12/134
  Published: May 01, 2012
  Subject(s): Economic growth | Economic models | External shocks | Investment | Savings
  Author's Keyword(s): Volatility | risk | precautionary saving | buffer-stock | investment | growth
 
3. Title: Natural Resources, Volatility, and Inclusive Growth: Perspectives from the Middle East and North Africa
  Author/Editor: Arezki, Rabah ; Nabli, Mustapha K.
  Series: Working Paper No. 12/111
  Published: May 01, 2012
  Subject(s): Business cycles | Commodity prices | Economic growth | Education | Emerging markets | Human capital | Infrastructure | Middle East | Natural resources | North Africa | Public investment
  Author's Keyword(s): Natural resources | volatility | inclusive growth | Middle East and North Africa.
 
4. Title: Exchange Rate Volatility Under Peg: Do Trade Patterns Matter?
  Author/Editor: Lonkeng Ngouana, Constant
  Series: Working Paper No. 12/73
  Published: March 01, 2012
  Subject(s): Currency pegs | Exchange rates | Trade | West African Economic and Monetary Union
  Author's Keyword(s): Basket peg | hard peg | exchange rate volatility | trade patterns | WAEMU
 
5. Title: Oil Exporters’ Dilemma: How Much to Save and How Much to Invest
  Author/Editor: Cherif, Reda ; Hasanov, Fuad
  Series: Working Paper No. 12/4
  Published: January 01, 2012
  Subject(s): Oil exporting countries | Oil revenues | Public investment | Resource allocation | Savings
  Author's Keyword(s): volatility | precautionary saving | buffer-stock | investment | oil exporters | fiscal policy
 
6. Title: Commodity Price Volatility and the Sources of Growth
  Author/Editor: Cavalcanti, Tiago V. de V. ; Mohaddes, Kamiar ; Raissi, Mehdi
  Series: Working Paper No. 12/12
  Published: January 01, 2012
  Subject(s): Commodity price fluctuations | Commodity prices | Economic growth | Economic models | Productivity | Terms of trade
  Author's Keyword(s): Growth | resource curse | commodity prices | volatility.
 
7. Title: The Relative Volatility of Commodity Prices: A Reappraisal
  Author/Editor: Arezki, Rabah ; Lederman, Daniel ; Zhao, Hongyan
  Series: Working Paper No. 11/279
  Published: December 01, 2011
  Subject(s): Capital goods | Commodities | Commodity price fluctuations | Commodity prices | Manufacturing | Prices
  Author's Keyword(s): International Commodity Prices | Volatility | Manufactured Product Prices.
 
8. Title: The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
  Author/Editor: Cevik, Serhan ; Charap, Joshua
  Series: Working Paper No. 11/156
  Published: July 01, 2011
  Subject(s): Banking | Cross country analysis | Interest rates | Islamic banking | Malaysia | Profit margins | Turkey
  Author's Keyword(s): Interest rates | Islamic banks | causality | time-varying volatility correlation
 
9. Title: Precautionary Savings and Global Imbalances in World General Equilibrium
  Author/Editor: Sandri, Damiano
  Series: Working Paper No. 11/122
  Published: June 01, 2011
  Subject(s): Consumption | Cross country analysis | Current account balances | Economic growth | Economic models | Gross domestic product | International financial system | Reserves accumulation | Savings
  Author's Keyword(s): Global imbalances | precautionary savings | net foreign assets | volatility
 
10. Title: New Shocks and Asset Price Volatility in General Equilibrium
  Author/Editor: Matsumoto, Akito ; Cova, Pietro ; Pisani, Massimiliano ; Rebucci, Alessandro
  Series: Working Paper No. 11/110
  Published: May 01, 2011
  Subject(s): Asset prices | Business cycles | Economic models | External shocks | Monetary policy | Productivity | Stock prices
  Author's Keyword(s): New shocks | Equity Prices | Productivity | Monetary Policy | Asset Price | volatility
 
11. Title: Growth from International Capital Flows: The Role of Volatility Regimes
  Author/Editor: Mody, Ashoka ; Murshid, Antu Panini
  Series: Working Paper No. 11/90
  Published: April 01, 2011
  Subject(s): Capital flows | Capital inflows | Current account surpluses | Developing countries | Development assistance | Economic growth | Economic models | Foreign investment
  Author's Keyword(s): Capital flows | growth | growth volatility | heteroscedasticity | volatility regimes
 
12. Title: Inflation Uncertainty and Relative Price Variability in WAEMU Countries
  Author/Editor: Fernandez Valdovinos, Carlos ; Gerling, Kerstin
  Series: Working Paper No. 11/59
  Published: March 01, 2011
  Subject(s): Central banks | Cross country analysis | Economic models | Inflation | Inflation targeting | Monetary policy | Price elasticity | Prices | West Africa | West African Economic and Monetary Union
  Author's Keyword(s): Inflation | inflation uncertainty | relative price volatility
 
13. Title: Fiscal Rules in a Volatile World: A Welfare-Based Approach
  Author/Editor: Garcia, Carlos ; Restrepo, Jorge ; Tanner, Evan
  Series: Working Paper No. 11/56
  Published: March 01, 2011
  Subject(s): Budgets | Commodities | Commodity prices | Economic models | Exports | Fiscal policy | Government expenditures | Revenues | Welfare
  Author's Keyword(s): Fiscal rule | volatility | structural surplus | consumer welfare | equilibrium model
 
14. Title: Unemployment and Productivity in the Long Run: the Role of Macroeconomic Volatility
  Author/Editor: Benigno, Pierpaolo ; Ricci, Luca Antonio ; Surico, Paolo
  Series: Working Paper No. 10/259
  Published: November 01, 2010
  Subject(s): Business cycles | Economic models | Labor markets | Productivity | Time series | Unemployment | United States | Wage adjustments | Wages
  Author's Keyword(s): unemployment | productivity | macroeconomic volatility | downward wage rigidities
 
15. Title: Asset Prices in Affine Real Business Cycle Models
  Author/Editor: Malkhozov, Aytek ; Shamloo, Maral
  Series: Working Paper No. 10/249
  Published: November 01, 2010
  Subject(s): Asset prices | Business cycles | Economic models | External shocks | Productivity
  Author's Keyword(s): Stochastic Volatility | Perturbation Methods
 
16. Title: Why Does Bad News Increase Volatility and Decrease Leverage?
  Author/Editor: Fostel, Ana ; Geanakoplos, John
  Series: Working Paper No. 10/206
  Published: September 01, 2010
  Subject(s): Asset prices | Business cycles | Debt | Economic models | External shocks | Financial crisis | Housing | Housing prices | Price elasticity
  Author's Keyword(s): Endogenous Leverage | Post-Bad News Volatility | Post-Good News Volatility | Volatility Smile.
 
17. Title: What Explains the Rise in Food Price Volatility?
  Author/Editor: Roache, Shaun K.
  Series: Working Paper No. 10/129
  Published: May 01, 2010
  Subject(s): Agricultural prices | Commodity price fluctuations | Economic models | Food production | Inflation | Price elasticity | Price increases | Supply elasticity
  Author's Keyword(s): Commodity markets | volatility | agricultural economics
 
18. Title: Spillovers of Domestic Shocks: Will They Counteract the "Great Moderation"?
  Author/Editor: Carare, Alina ; Mody, Ashoka
  Series: Working Paper No. 10/78
  Published: March 01, 2010
  Subject(s): Business cycles | Cross country analysis | Developed countries | Economic integration | Economic policy | Emerging markets | External shocks | Globalization | Industrial production | International trade | Production growth | Spillovers
  Author's Keyword(s): Output growth volatility | spillovers | vertical specialization
 
19. Title: The Empirics of Exchange Rate Regimes and Trade: Words vs. Deeds
  Author/Editor: Qureshi, Mahvash Saeed ; Tsangarides, Charalambos G.
  Series: Working Paper No. 10/48
  Published: February 01, 2010
  Subject(s): Bilateral trade | Currency pegs | Economic models | Exchange rate regimes | Exchange rate variability | International trade | Monetary unions
  Author's Keyword(s): exchange rate regimes | exchange rate volatility | international trade
 
20. Title: From Lombard Street to Avenida Paulista: Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008-09
  Author/Editor: Stone, Mark R. ; Walker, W. Christopher ; Yasui, Yosuke
  Series: Working Paper No. 09/259
  Published: November 01, 2009
  Subject(s): Brazil | Capital markets | Central bank policy | Currency swaps | Domestic liquidity | Emerging markets | Exchange rate policy | Financial crisis | Foreign exchange operations | Global Financial Crisis 2008-2009 | Liquidity management
  Author's Keyword(s): Brazil | exchange rate intervention | futures | swaps | implied volatility
 

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