examine volume and spread. We apply an autoregressive moving average-autoregressive conditional heteroscedasticity (ARMA … extensions of trading hours cause a significant increase in both volatility and volume for further analyzing the reasons behind … hours extensions on volatility. During the sample period, the Moscow Exchange extended trading hours three times for the …

were not present. For the AUD and JPY, we find that carry trades were more likely with low volatility and volume …

were not present. For the AUD and JPY, we find that carry trades were more likely with low volatility and volume …

The relationship between trading volume and volatility in foreign exchange markets continues to be of much interest … hypotheses on the possible relationship between volatility and trading volume using data for three major currency futures …, especially given the higher than expected volatility of returns. Allowing for non-linearities, this paper tests competing …

Foreign exchange (FX) trading volume is a key factor in exchange rate volatility. Given the important role of … volatility in economic growth and stability, this paper investigates the dynamic nature of exchange trading volume on exchange … rate volatility using hourly high-frequency data. The estimation results from ordinary least squares, fixed effects and the …

two measures: continuous volatility and discontinuous jumps . Focusing on the euro-dollar exchange rate, we provide …. Continuous volatility starts reacting prior to the news, intensifies around the release time and stays at high levels for several … volatility are mostly driven by the communication of the Euro area officials rather than US authorities …

The relationship between volume and volatility has received much attention in the the literature of financial markets … the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK … expectations are important to understand the volume-volatility relationship. …

public information flow, we do not find evidence that liquidity depends on trading volume and return volatility. The findings …

The relationship between volume and volatility has received much attention in the literature on financial markets … study the impact of volume on volatility in the FX market using a unique data set of daily trading in the Swedish krona (SEK …. We interpret this as evidence that heterogeneous expectations are important to an understanding of the volume-volatility …

The relationship between volume and volatility has received much attention in the the literature of financial markets … the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK … expectations are important to understand the volume-volatility relationship. …