<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Dimitris Kenourgios</style></author><author><style face="normal" font="default" size="100%">Stephanos Papadamou</style></author><author><style face="normal" font="default" size="100%">Dimitrios Dimitriou</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">&lt;div&gt;Intraday exchange rate volatility transmissions&amp;nbsp;across QE announcements&lt;/div&gt;</style></title><secondary-title><style face="normal" font="default" size="100%">Finance Research Letters</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2015</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%">http://www.sciencedirect.com/science/article/pii/S1544612315000513#</style></url></web-urls></urls><volume><style face="normal" font="default" size="100%">14</style></volume><pages><style face="normal" font="default" size="100%">128-134</style></pages><language><style face="normal" font="default" size="100%">eng</style></language><abstract><style face="normal" font="default" size="100%">&lt;p&gt;This paper examines the effects of quantitative easing (QE)&amp;nbsp;announcements by the European Central Bank (ECB), the Bank of&amp;nbsp;England (BoE) and the Bank of Japan (BoJ) on the intraday volatility&amp;nbsp;transmissions among EUR, GBP and JPY. The empirical results indicate:&amp;nbsp;(i) an increased volatility transmission from EUR to JPY and&amp;nbsp;GBP around the ECB announcements, and from GBP to EUR over&amp;nbsp;the BoE announcements, (ii) the ECB and BoE announcements significantly&amp;nbsp;increase the volatility of EUR and JPY, and (iii) a ‘‘calming&amp;nbsp;down’’ impact on the volatility of EUR and GBP from the BoJ and&amp;nbsp;the ECB announcements, respectively.&lt;/p&gt;</style></abstract></record></records></xml>