DEWACHTER, Hans; ERDEMLIOGLU, Deniz; GNABO, Jean-Yves; … - Centrum voor Economische Studiën, Faculteit Economie … - 2013
In this paper, we examine the intra-day effects of verbal statements and comments on the FX market uncertainty using two measures: continuous volatility and discontinuous jumps. Focusing on the euro-dollar exchange rate, we provide empirical evidence of how these two sources of uncertainty...