were not present. For the AUD and JPY, we find that carry trades were more likely with low volatility and volume …

were not present. For the AUD and JPY, we find that carry trades were more likely with low volatility and volume …

Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of … volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange … rate volatility using hourly high-frequency data. The estimation results from ordinary least squares, fixed effects and the …

hours extensions on volatility. During the sample period, the Moscow Exchange extended trading hours three times for the … implementations, various measures of historical and realized volatility are calculated for 5- and 15-min intraday intervals spanning a … period of three months both prior to and following trading hours extensions. Besides historical volatility measures, we also …

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 …

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 …

public information flow, we do not find evidence that liquidity depends on trading volume and return volatility. The findings …

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

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty … volatilities are due to each currency's own history. However, during the distress periods volatility spillovers among currencies …

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 …