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

Luc Bauwens, Walid Ben Omrane () and Pierre Giot

Journal of International Money and Finance, 2005, vol. 24, issue 7, 1108-1125

Date: 2005
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Citations: View citations in EconPapers (118)

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Working Paper: 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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