Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas - 2009
intraday exchange rate studies suggest that stronger than expected U.S.
economic activity (or higher than expected inflation … number of studies of the evolution of the USD vis-à-vis European
currencies have jointly considered the intraday exchange …;
Andersen, Bollerslev, Diebold and Vega, 2003; and Bauwens, Ben Omrane, and Giot,
2005). By contrast, studies of the intraday …