• Intraday exchange rate volatility transmissions across QE announcements 

      Kenourgios, D.; Papadamou, S.; Dimitriou, D. (2015)
      This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank (ECB), the Bank of England (BoE) and the Bank of Japan (BoJ) on the intraday volatility transmissions among EUR, GBP ...
    • On quantitative easing and high frequency exchange rate dynamics 

      Kenourgios, D.; Papadamou, S.; Dimitriou, D. (2015)
      This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank, the Bank of Japan and the Bank of England on exchange rate dynamics. Using intraday data of three major exchange rates ...