Deutsche mark-dollar volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependencies

Journal of Finance

Volumn 53, Issue 1, 1998, Pages 219-265

  Andersen, Torben G ^a   Bollerslev, Tim ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039066490     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.85732     Document Type: Article

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