policy categories are strong net transmitters of uncertainty spillovers (e.g. fiscal policy), while others show only a low … further reveals that the intensity and direction of spillovers change significantly over time. The total connectedness index …

This paper examines co-movements and volatility spillovers in the returns of the euro, the British pound, the Swiss … significant co-movements and volatility spillovers across the four exchange returns, but their extend is, on average, lower in the … latter period. Return co-movements and volatility spillovers show large variability though, and are positively associated …