The exchange rate is one of the most important prices in open economies. Exchange rate
volatility (ERV) has been studied in terms of its measurement, forecast and impact and …

There is a paucity of academic studies on the impact of political news on stock returns,
working capital, and firm performance. This study looks into the impact of previous political …

This paper studied the influence of news announcements and network investor sentiment on
Chinese stock index and index futures market jumps. A machine learning text analysis …

This study investigates the extent to which intraday price jumps and co-jumps in
cryptocurrency markets stem from the release of macroeconomic news from the US …

Research on cryptocurrencies has proliferated in recent years. Our research objective was
to answer the question of whether macroeconomic news from the US affects Bitcoin in the …

We examine the effects of US, German, and Japanese macroeconomic news surprises and
monetary policy decisions on the intraday cyclical volatility of Bitcoin and Ethereum markets …

Motivated by recent evidence showing that shocks in cryptocurrencies' trade volume
increase their energy consumption and carbon footprint, this study seeks to identify the news …

This paper examines the effects of four senior official speech attributes on the Euro-dollar
intraday volatility from 2004 to 2015. We show that volatility responds differently to the four …

We examine intraday emerging currency jumps in response to domestic and foreign
macroeconomic news announcements, as well as US senior officials' speeches. We use the …

We propose methods to infer jumps of a semi-martingale, which describes long-term price
dynamics based on discrete, noisy, high-frequency observations. Different to the classical …