unconventional monetary policy shields the Eurozone stock markets against spillovers of volatility from the US stock market. We … volatility of four Eurozone stock indices (CAC40, DAX30, FTSEMIB and IBEX35), we find how the increase in volatility brought …In a context characterized by an increasing integration among financial markets, we aim to analyze whether the ECB …

This paper examines the impacts of U.S. conventional and unconventional monetary policy announcements on the volatility … in the analysis. Results show that the exchange rate volatility increases significantly in the narrow window before and … after the announcements under conventional monetary policy regime. The increase in the volatility is even greater during the …

-level data for German government bonds, purchased under the Public Sector Purchase Program (PSPP) of the ECB/Eurosystem. This …