@article{volatilityjumpsandtheclassificationof,
  title = {Volatility jumps and the classification of monetary policy announcements},
  author = {Giampiero M. Gallo and Demetrio Lacava and Edoardo Otranto},
  year = {2023},
  eprint = {2305.12192},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.12192v1},
}