BAUWENS, Luc; RIME, Dagfinn; SUCARRAT, Genaro - Center for Operations Research and Econometrics (CORE), … - 2005
volatility of the Norwegian krone. In line with other studies we find that the impact of information arrival on exchange rate … volatility is positive and statistically significant, and that the hypothesis that an increase in the number of traders reduces … exchange rate volatility is not supported. The novelties of our study consist in documenting that the positive impact of …