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

Journal of International Money and Finance, 24(7): 1108--1125, 2005.
Authors: Luc Bauwens and Walid Ben Omrane and Pierre Giot
URL: http://www.sciencedirect.com/science/article/B6V9S-4H8FPGW-1/1/a94b1211da0b91d12bf0a59a2473cb28
Tags: Foreign exchange market
| URL | BibTeX  
@article{Bauwens2005,
title = {News announcements, market activity and volatility in the euro/dollar foreign exchange market},
author = {Luc Bauwens and Walid Ben Omrane and Pierre Giot},
journal = {Journal of International Money and Finance},
month = {Nov},
number = {7},
pages = {1108--1125},
url = {http://www.sciencedirect.com/science/article/B6V9S-4H8FPGW-1/1/a94b1211da0b91d12bf0a59a2473cb28},
volume = {24},
year = {2005},
keywords = {Foreign exchange market }
}