@article {3882,
	title = {<div>Intraday exchange rate volatility transmissions\&nbsp;across QE announcements</div>},
	journal = {Finance Research Letters},
	volume = {14},
	year = {2015},
	pages = {128-134},
	abstract = {<p>This paper examines the effects of quantitative easing (QE)\&nbsp;announcements by the European Central Bank (ECB), the Bank of\&nbsp;England (BoE) and the Bank of Japan (BoJ) on the intraday volatility\&nbsp;transmissions among EUR, GBP and JPY. The empirical results indicate:\&nbsp;(i) an increased volatility transmission from EUR to JPY and\&nbsp;GBP around the ECB announcements, and from GBP to EUR over\&nbsp;the BoE announcements, (ii) the ECB and BoE announcements significantly\&nbsp;increase the volatility of EUR and JPY, and (iii) a {\textquoteleft}{\textquoteleft}calming\&nbsp;down{\textquoteright}{\textquoteright} impact on the volatility of EUR and GBP from the BoJ and\&nbsp;the ECB announcements, respectively.</p>},
	url = {http://www.sciencedirect.com/science/article/pii/S1544612315000513$\#$},
	author = {Dimitris Kenourgios and Stephanos Papadamou and Dimitrios Dimitriou}
}
