Mokhtar, Darmoul - HAL - 2006
intradaily Euro-dollar volatility, using high-frequency data (five minutes frequency). For that, we estimate an AR(1)-GARCH(1 … du FOMC sur la volatilité intrajournalière du taux de change Euro-dollar, utilisant des données à très haute fréquence …In this paper, we investigate the impact of monetary policy signals stemming from the ECB Council and the FOMC on the …