Title of article :
News announcements, market activity and volatility in the euro/dollar foreign exchange market
Author/Authors :
Luc Bauwens، نويسنده , , Walid Ben Omrane، نويسنده , , Pierre Giot، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Foreign exchange market , Volatility , High-frequency data , News announcements
Journal title :
Journal of International Money and Finance
Journal title :
Journal of International Money and Finance