predicts that, the more time has elapsed since the latest release of an inflation report, market volatility should increase … more important role in aligning agents' information set, thus leading to a stronger volatility reduction. The empirical …

predicts that, the more time has elapsed since the latest release of an inflation report, market volatility should increase … more important role in aligning agents' information set, thus leading to a stronger volatility reduction. The empirical …

predicts that, the more time has elapsed since the latest release of an inflation report, market volatility should increase … more important role in aligning agents' information set, thus leading to a stronger volatility reduction. The empirical …

market commentary based on these statements has a significant effect on the volatility or level of returns in a short …-term BAX market volatility. In contrast, discussions of oil prices, the Canadian dollar, the inflation projection and whether … the economy is at capacity, and certain forward looking statements significantly increased volatility. Market news stories …

around FOMC announcements. Further, both of these asset classes display heightened volatility relative to non … and is identified from excess volatility in the S&P 500 and various dollar exchange rates. A positive non-yield shock …

This paper documents that ECB announcements increase the stock market volatility in the euro area (EA) on the same day …. I consider two volatility measures from January 1998 to May 2019. First, a realized volatility measure uses intraday … data for 8 different stock market indices. Second, a range measure approximates volatility using daily prices from 11 …