-regional volatility spillovers among the Central European foreign exchange markets. With the exception of the Czech currency, we find no … spillover index, and show that volatility spillovers tend to increase in periods characterized by market uncertainty. …This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign …

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 …

By computing a volatility index (CVX) from cryptocurrency option prices, we analyze this market's expectation of future … volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable … correction model can be used as an indicator for market implied tail-risk. Comparing our CVX to existing volatility benchmarks …

is carried out during a period of high exchange rate volatility. We also show that the exchange rate does not adjust …

volatility. Interestingly, there is no indication that discretionary intervention is more effective than rules-based intervention. …

is carried out during a period of high exchange rate volatility. We also show that the exchange rate does not adjust …