volatility during the 7-year total examined time period. Splitting the time series into 3 individual sub-periods the results … conditional volatility during financial crises. Furthermore, announcements of GDP and ZEW index calm the exchange rate …'s conditional volatility during the post-crises period. Finally, announcements of GDP data and PMI index form production sector …

continuous effects using a variable for DC volatility and high-frequency data. We find that, in contrast to variables for … volatility based on time-series data, our variable for DC volatility is sensitive to the effects of specific FOMC announcements … announcements on exchange rates. Moreover, our variable for DC volatility has the potential to be used for measuring the impact of …