Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
- 1 February 1998
- journal article
- research article
- Published by Wiley in The Journal of Finance
- Vol. 53 (1) , 219-265
- https://doi.org/10.1111/0022-1082.85732
Abstract
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