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June 19, 2013

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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: 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.   3. 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   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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