consumption volatility
The impacts of international migrants’ remittances on household consumption volatility in developing countries
... household consumption volatility. The magnitudes of the output volatility are almost similar to Combes & Ebeke’s (2011) ...household consumption from the country specific side, ...
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Can fiscal decentralization alleviate government consumption volatility?
... spending volatility by influencing aggregate government ...the volatility of consumption (Andres et ...output volatility (see, among others, Fatas and Mihov 2001 for both the OECD countries ...
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Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK
... high-energy consumption volatility overlap with the periods of high output ...energy consumption between 1960s and mid-1980s, the output growth is also highly ...energy consumption and output ...
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The impacts of international migrants’ remittances on household consumption volatility in developing countries
... on consumption volatility, suggesting that initial relative income of a country is an important factor for reducing the volatility of household ...government consumption to GDP, and the ratio ...
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Robustness, Low Risk Free Rates, and Consumption Volatility in General Equilibrium
... examining consumption, saving and investment ...of consumption (relative to ...of consumption to income) and the empirical performance (whether plausibly calibrated values of RB lead the model to fi t ...
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Asset holding and consumption volatility
... total consumption, do not ...computing consumption growth, we compare the same group of households in adjacent periods; that is, we compute the IMRS between times t and t ⫹ 1 using the consumption of ...
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Capital Asset Pricing Model and Stochastic Volatility: A Case study of India
... market volatility coefficent is significant in all five ...market volatility, the return of Big-Growth portfolio will increase by ...The consumption volatility coefficients are significant for ...
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Universal banking, asymmetric information and the stock market
... of consumption smoothing involving universal banks that undertake both investment and commercial banking ...heightened consumption risk resulting in precautionary savings by ...and consumption ...
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Growth Volatility and Financial Repression: Time Series Evidence from India
... private consumption volatility in ...and volatility, we focus on financial repression and private consumption volatility in ...lower consumption volatility in ...private ...
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The volatility of consumption and output with increasing industrialization
... As stated in the introduction, the methodology of this paper concentrates on the differ- ences between developed and developing countries, to identify the factors which explain consumption volatility. There ...
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Understanding the Cash Flow-Fundamental Ratio
... conditional volatility of consumption can be predicted by the price-dividend ratio with negative ...lower consumption volatility as shown in Table ...
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Money and real fluctuations in the Chilean economy
... the volatility of both models with volatility in the real data is provided in Table ...rate, consumption becomes more variable relative to income and price level becomes quite ...
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Variance Risk Premium Differentials and Foreign Exchange Returns
... both consumption volatility and variance risk premium differentials across ...the consumption growth variance differential is not a strong predictor of excess equity or bond returns; see Hasseltoft ...
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Citation : Santeramo F.G., Lamonaca E. (2019): On the drivers of global grain price volatility: an empirical investigation.
... price volatility in agricultural markets is large: Headey and Fan (2008) analyse the causes of price volatility from a theoretical point of view; Assefa et ...price volatility transmis- ...of ...
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Essays on Risk Measurement and Modeling in Macroeconomics and Finance
... and volatility components in monthly consumption growth using a mixed-frequency data and accounting for serially-correlated measurement ...and volatility components in consumption ...
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Index Terms –Stock market volatility, impact of volatility, factors of volatility, growth and volatility, trade
... market volatility. However, leverage has no impact on asymmetric volatility at the daily frequency and, moreover, we observe asymmetric volatility for stocks with no ...daily volatility and ...
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Volatility Spillover from Oil to Food and Agricultural Raw Material Markets
... other. Volatility spillover effects are also present between producer and consumer ...that consumption of staple food crops affects the household ...
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Dynamic Programming Method For Impulsive Control Problems
... and consumption problem in a continuous-time framework originated in the seminal papers of [4], ...optimal consumption and portfolio decisions with borrowing constraints to maximize the total expected ...
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Ranking and Combining Volatility Proxies for Garch and Stochastic Volatility Models
... The optimized proxy easily outperforms all proxies in Tables 1 and 2. If one extrapolates the full sample prescaled variances of the realized volatilities of Table 1 to a time interval of length zero (corresponding to ...
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The Day �of� The� Week Effect in the Colombia Stock Exchange
... monthly volatility and reported that unexpected stock market returns are negatively related to the unexpected changes in ...in volatility across days of the ...
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