News announcements, market activity and volatility in the euro/dollar foreign exchange market

Journal of International Money and Finance

Volumn 24, Issue 7, 2005, Pages 1108-1125

  Bauwens, Luc ^a   Omrane, Walid Ben ^a   Giot, Pierre ^a,b  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^b UNIVERSITY OF NAMUR   (Belgium)

Author keywords

Foreign exchange market; High frequency data; News announcements; Volatility

Indexed keywords

EID: 28244486132     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.08.008     Document Type: Article

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