Theory suggests that corporate and sovereign bonds are fundamentally different, also because sovereign debt has no … more closely linked to US market conditions such as US stock returns, US stock price volatility (VIX), or US monetary …

. Daily data reveal significant differences in volatility on the last of three meeting days when the interest rate … macroeconomic news effects on the foreign exchange market. We find evidence for non-linear regime switching between a high-volatility …, informed-trading state and a low-volatility, liquidity-trading state. MPC surprise announcements are shown significantly to …

The relationship between volume and volatility has received much attention in the the literature of financial markets … the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK … depict a positive correlation with volatility. However, the strength of the relationship depends on the instrument used and …

predicted by estimates based upon a cross-country sample, when using the 2006 vintage of the World Development Indicators. The …

that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio … shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …

implications for exchange rates, volatility, returns to currency investing, and transaction costs. This blow-by-blowʺ narrative is …

Using novel methods, we comprehensively analyze volatility connectedness among most traded currencies using high …