Focal Interest
Focal Interest

Volatility (finance)

  1. Fiscal contraction linked to lower NPLs in the long run
    Study shows fiscal consolidation reduces non-performing loans long-term but increases them temporarily, using bank data from Guyana. Oil prices and efficiency matter most.
  2. Allocative efficiency explains much of the U.S. productivity slowdown
    Analysis shows allocative efficiency deterioration, driven partly by sectoral volatility, explains most US productivity slowdown in the 1970s and 2000s.
  3. Domestic airfare varies more by route and airline type than booking timing
    Analyze airfare volatility across South Africa's domestic airline market. Study reveals low-cost carriers charge less per km than full-service carriers; route distance matters more than booking.
  4. Fiscal discipline shapes how central bank independence affects inflation volatility
    Explore how central bank independence and transparency affect inflation volatility in small open economies like Tunisia through game theory and empirical analysis.
  5. Dynamic price monitoring improved affordability forecasting in Lusaka
    Study on Dynamic Price Monitoring forecasting household affordability of essential commodities in Lusaka, Zambia, using household survey and price data analysis.
  6. China coal prices show long-term links with inventory and logistics
    Analysis of China's steam coal price formation reveals that port inventory, shipping costs, and oil prices drive pricing dynamics more than production alone, with implications for energy policy.
  7. SOI spillovers were strongest for SAFEX maize
    Time-frequency analysis of Southern Oscillation Index spillovers to grain futures reveals regional asymmetries in climate vulnerability, with SAFEX maize showing significant SOI predictive capacity.
  8. TV-SCVARMA outperforms classical VARMA in Nigeria
    Time-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.
  9. Spline-based score-driven models allow flexible time-varying parameters
    Score-driven time-varying parameter model using spline-based densities without parametric assumptions, with applications to inflation and volatility filtering.
  10. Destination structures and export stability varied across major wheat suppliers
    Analyzing how destination diversification and competitiveness shape wheat export resilience among major suppliers during pandemic, climate, and geopolitical shocks from 2020-2024.
  11. Agritourism may help Kosovo smallholders buffer weather-related income risk
    Agritourism adoption patterns among Kosovo smallholders in response to climate variability, examining motivations, enabling conditions, and effects on farm-level stress outcomes.
  12. Asymptotic theory of range-based multipower variation
    Realized range-based multipower variation theory for jump-robust volatility estimation in sparse high-frequency asset price data with microstructure noise considerations.