“...We examine the nature of volatility dynamics in the term structure of sovereign bonds issued in international markets by major Latin American countries...”

“...This study reconsiders the role of jumps for volatility forecasting by showing that jumps have a positive and mostly significant impact on future volatility...”

“...This paper investigates whether realized and implied volatilities of individual stocks can predict the cross-sectional variation in expected returns. Although...”

“...This paper proposes a method for constructing a volatility risk premium, or investor risk aversion, index. The method is intuitive and simple to implement,...”

“...We study the forecasting of future realized volatility in the foreign exchange, stock, and bond markets from variables in our information set, including...”

“...This paper examines whether there is a volatility transmission between oil prices and financial stress by means of the volatility spillover test. We employ WTI...”

“...In this study, we address whether the degree of financial liberalization affects the aggregated total volatility of stock returns by considering the...”

“...The 1987 market crash was associated with a dramatic and permanent steepening of the implied volatility curve for equity index options, despite minimal changes...”

“...State-of-the-art stochastic volatility models generate a "volatility smirk" that explains why out-of-the-money index puts have high prices relative to the...”