the inclusion of exchange rate to determine its effect on the volatility of stock returns. Findings - The findings support … accounts for a slight change in the volatility of stock returns. Originality/value - The research provides empirical evidence … markets, as well as narrow the gap in literature regarding which theory is more relevant in explaining how exchange rate …

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 …

The adjusted measure of realized volatility suggested in [20] is applied to high- frequency orderbook and transaction … data of DAX and BUND futures from EU- REX in order to identify the drivers of intraday volatility. Four components are … realized volatility can be predicted by a simple linear model based on the components identified. It is shown how the …