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TRADING ACTIVITY AND MACROECONOMIC ANNOUNCEMENTS IN HIGH-FREQUENCY EXCHANGE RATE DATA
Alain P. Chaboud, Sergey V. Chernenko, Jonathan H. WrightVolume:
6
Year:
2008
Language:
english
Pages:
8
DOI:
10.1162/jeea.2008.6.2-3.589
File:
PDF, 143 KB
english, 2008