Publications Search Results

April 23, 2014

The search found 79 of 12487 documents sorted by Date with the following criteria:
Subject / Keyword: Volatility

Results: 1 2 3 4 [Next] [New Search] [Sort by Author] [Sort by Title]


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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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

 

Results: 1 2 3 4 [Next] [New Search] [Sort by Author] [Sort by Title]


How to Order