Darmoul, Mokhtar; Kouki, Mokhtar - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009
In this article, we examine the announcement effect of news relating to the monetary policies of the ECB and the FED and resulting from the official meetings of the Council of the governors and the FOMC on intraday volatility of the foreign exchange rate euro-dollar at five minutes of intervals....