  This work extracts, by means of an exact analysis, the singular behaviour of
the dynamical response functions -- the Fourier transforms of dynamical
two-point functions -- in the vicinity of the various excitation thresholds in
the massless regime of the XXZ spin-1/2 chain. The analysis yields the edge
exponents and associated amplitudes which describe the local behaviour of the
response function near a threshold. The singular behaviour is derived starting
from first principle considerations: the method of analysis \textit{does not
rely, at any stage}, on some hypothetical correspondence with a field theory or
other phenomenological approaches. The analysis builds on the massless form
factor expansion for the response functions of the XXZ chain obtained recently
by the author.
  It confirms the non-linear Luttinger based predictions relative to the
power-law behaviour and of the associated edge exponents which arise in the
vicinity of the dispersion relation of one massive excitation (hole, particle
or bound state). In addition, the present analysis shows that, due to the lack
of strict convexity of the particles dispersion relation and due to the
presence of slow velocity branches of the bound states, there exist excitation
thresholds with a different structure of edge exponents. These origin from
multi-particle/hole/bound state excitations maximising the energy at fixed
momentum.
