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News announcements, market activity and volatility in the Euro-Dollar foreign exchange market

Bibliographic reference Bauwens, Luc ; Giot, Pierre ; Ben Omrane, Walid. News announcements, market activity and volatility in the Euro-Dollar foreign exchange market. In: Journal of International Money and Finance, Vol. 24 Iss. 7, p. 1108-1125 (2005)
Permanent URL http://hdl.handle.net/2078/19259