Darmoul, Mokhtar; Kouki, Mokhtar - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009
In this article, we study the pattern as well as the systematic features of the calendar effect perceived in the intraday volatility of the foreign exchange rate of the euro vis-à-vis the dollar at five minutes of intervals. We obtain by the means of this analysis a differentiation of these...
