News announcements, market activity and volatility in the euro/dollar foreign exchange market
Luc Bauwens,
Walid Ben Omrane and
Pierre Giot
No 1787, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
Date: 2005-01-01
Note: In : Journal of International Money and Finance, 24, 1108-1125, 2005
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Journal Article: News announcements, market activity and volatility in the euro/dollar foreign exchange market (2005) 
Working Paper: News announcements, market activity and volatility in the Euro/Dollar foreign exchange market (2003) 
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