Information arrivals and intraday exchange rate volatility
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Volume (Year): 13 (2003)
Issue (Month): 2 (April)
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- Locke, P R & Sayers, C L, 1993. "Intra-day Futures Price Volatility: Information Effects and Variance Persistence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 15-30, Jan.-Marc.
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