Purpose – This paper examines the recently realized continuous volatility and discrete jumps of US Dollar/Euro returns … filters. Design/Methodology – This paper adopts the nonparametric estimation. The realized volatility and Realized Outlying … Weighted variations show non-Gaussian, fat-tailed, and leptokurtic distributions. Some significant volatility jumps in returns …

The main objectives of this study are twofold. The first objective is to examine the volatility spillover between … (1)-GARCH (1,1) model which allows for transmission in returns and volatility. The second is to investigate the … shocks (news) and there are moderate cross market volatility transmission and shocks between the markets. Moreover, the …

role that EMU, and specifically, changes in exchange rate volatility, has played in this process of financial integration … towards EMU, and in particular the elimination of exchange rate volatility and uncertainty in the process of monetary …

The exchange rate volatility has witnessed a secular decline after the Bretton Woods collapse. We explore the …. We find indeed that the negative association between bilateral foreign portfolio investments and the volatility of the … volatility in the after-crisis period, the fall in bilateral equity investment in the Euro area disappears …