Luc, BAUWENS; Dagfinn, RIME; Genaro, SUCARRAT - Institut de Recherche Économique et Sociale (IRES), … - 2005
volatility of the Norwegian krone. In line with other studies we find that the impact of information arrival on exchange rate … exchange rate volatility is not supported. The novelties of our study consist in documenting that the positive impact of …This paper sheds new light on the mixture of distribution hypothesis by means of a study of the weekly exchange rate …