We show how bad and good volatility propagate through forex markets, i.e., we provide evidence for asymmetric … volatility connectedness on forex markets. Using high-frequency, intra-day data of the most actively traded currencies over 2007 … -- 2015 we document the dominating asymmetries in spillovers that are due to bad rather than good volatility. We also show …

the United States for the short-term USD/PLN currency pair exchange rate volatility. The main purpose of the research was … to indicate what macroeconomic data is important for the short-term USD/PLN exchange rate volatility. The following … economy and second could greater USD/PLN exchange rate volatility be observed during the COVID pandemic and has the war in …