/Dollar return volatility. We highlight and analyze the pre-announcement, contemporaneous and postannouncement reactions. Using high …-frequency intraday data and within the framework of ARCH-type and realized volatility models, we show that volatility increases in the … volatility as expected by the theoretical literature on order flow. …

intraday data of foreign exchange market. The so-called ‘volatility’, a quantity indicating the risk or activity in financial …

, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …

Indeed, the specification of equilibrium in the world economy depends on the exchange rate regime and thus, the early … foreign exchange markets. However, the world has known several exchange rate systems beginning with the fixed-gold standard … exchange was deregulated, independent traders finally had access to the biggest trading market of the world; and these forex …

rate volatility. Targeting the rand through forward currency speculation produces returns which are as volatile, but with … stochastically dominated in the second-order sense by the rand-targeting trade; and generates a larger return-to-volatility ratio …