Publications Search Results

July 06, 2015

The search found 83 of 13471 documents sorted by Date with the following criteria:
Subject / Keyword: Volatility

Results: 1 2 3 4 5 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: Domestic and Foreign Mutual Funds in Mexico: Do They Behave Differently?
Author/Editor: Jasmine Xiao
Series: Working Paper No. 15/104
Published: May 13, 2015
Subject(s): Mutual funds | Mexico | Capital flows | Capital market volatility | Foreign investment | Emerging markets

 

2.

Title: Soft Power and Exchange Rate Volatility
Author/Editor: Serhan Cevik ; Richard Harris ; Fatih Yilmaz
Series: Working Paper No. 15/63
Published: March 20, 2015
Subject(s): Exchange rates | Foreign exchange market volatility | Econometric models

 

3.

Title: Emerging Market Volatility: Lessons from The Taper Tantrum
Author/Editor: Ratna Sahay ; Vivek B. Arora ; Athanasios V Arvanitis ; Hamid Faruqee ; Papa N'Diaye ; Tommaso Mancini Griffoli
Series: Staff Discussion Notes No. 14/9
Published: October 2, 2014
Subject(s): Emerging markets | International capital market volatility | Capital flows | Monetary policy | Macroprudential Policy | United States | Developed countries

 

4.

Title: Does the Clarity of Inflation Reports Affect Volatility in Financial Markets?
Author/Editor: Ales Bulir ; Martin Cihak ; David-Jan Jansen
Series: Working Paper No. 14/175
Published: September 24, 2014
Subject(s): Inflation | Central banks | Public information | Capital market volatility | Financial markets

 

5.

Title: Commodity Prices and Exchange Rate Volatility : Lessons from South Africa’s Capital Account Liberalization
Author/Editor: Elena Dumitrescu ; Rabah Arezki ; Andreas Freytag ; Marc Quintyn
Series: Working Paper No. 12/168
Published: June 1, 2012
Subject(s): Capital account liberalization | Commodities | Commodity price fluctuations | Exchange rates | Gold prices
Author's keyword(s): Exchange rate; volatility; commodities; financial flows.

 

6.

Title: The Volatility Trap : Precautionary Saving, Investment, and Aggregate Risk
Author/Editor: Reda Cherif ; Fuad Hasanov
Series: Working Paper No. 12/134
Published: May 1, 2012
Subject(s): Economic growth | Economic models | External shocks | Savings
Author's keyword(s): Volatility | risk | precautionary saving | buffer-stock | investment | growth

 

7.

Title: Natural Resources, Volatility, and Inclusive Growth : Perspectives From the Middle East and North Africa
Author/Editor: Mustapha K. Nabli ; Rabah Arezki
Series: Working Paper No. 12/111
Published: May 1, 2012
Subject(s): Commodity prices | Economic growth | Emerging markets | Human capital | Infrastructure | Natural resources | Public investment
Author's keyword(s): Natural resources; volatility; inclusive growth; Middle East and North Africa.

 

8.

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

 

9.

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

 

10.

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.

 

11.

Title: The Relative Volatility of Commodity Prices : A Reappraisal
Author/Editor: Rabah Arezki ; Daniel Lederman ; Hongyan Zhao
Series: Working Paper No. 11/279
Published: December 1, 2011
Subject(s): Capital goods | Manufacturing
Author's keyword(s): International Commodity Prices | Volatility | Manufactured Product Prices.

 

12.

Title: The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
Author/Editor: Joshua Charap ; Serhan Cevik
Series: Working Paper No. 11/156
Published: July 1, 2011
Subject(s): Banking | Interest rates | Islamic banking
Author's keyword(s): Interest rates | Islamic banks | causality | time-varying volatility correlation

 

13.

Title: Precautionary Savings and Global Imbalances in World General Equilibrium
Author/Editor: Damiano Sandri
Series: Working Paper No. 11/122
Published: June 1, 2011
Subject(s): Current account balances | Economic growth | Economic models | Gross domestic product | Reserves accumulation
Author's keyword(s): Global imbalances | precautionary savings | net foreign assets | volatility

 

14.

Title: New Shocks and Asset Price Volatility in General Equilibrium
Author/Editor: Alessandro Rebucci ; Akito Matsumoto ; Pietro Cova ; Massimiliano Pisani
Series: Working Paper No. 11/110
Published: May 1, 2011
Subject(s): Economic models | External shocks | Productivity | Stock prices
Author's keyword(s): New shocks | Equity Prices | Productivity | Monetary Policy | Asset Price; volatility

 

15.

Title: Growth From International Capital Flows : The Role of Volatility Regimes
Author/Editor: Antu Panini Murshid ; Ashoka Mody
Series: Working Paper No. 11/90
Published: April 1, 2011
Subject(s): Capital flows | Capital inflows | Current account surpluses | Developing countries | Economic growth | Economic models | Foreign investment
Author's keyword(s): Capital flows | growth | growth volatility | heteroscedasticity | volatility regimes

 

16.

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

 

17.

Title: Fiscal Rules in a Volatile World : A Welfare-Based Approach
Author/Editor: Jorge Restrepo ; Carlos Garcia ; Evan Tanner
Series: Working Paper No. 11/56
Published: March 1, 2011
Subject(s): Budgets | Commodity prices | Economic models | Government expenditures | Revenues
Author's keyword(s): Fiscal rule | volatility | structural surplus | consumer welfare | equilibrium model

 

18.

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

 

19.

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

 

20.

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.

 

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