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. …

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. …

We show how bad and good volatility propagate through forex markets, i.e., we provide evidence for asymmetric … volatility connectedness on forex markets. Using high-frequency, intra-day data of the most actively traded currencies over 2007 … -- 2015 we document the dominating asymmetries in spillovers that are due to bad rather than good volatility. We also show …

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 …

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

component of FX volume unrelated to volatility, illiquidity, and order flow. We rationalize these findings via a simple model of …We investigate the information contained in foreign exchange (FX) volume using a novel dataset from the over …-the-counter market. We find volume helps predict next day currency returns and is economically valuable for currency investors …

that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio … shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …