Bauwens, Luc (contributor); Rime, Dagfinn (contributor); … - 2005
CORE DISCUSSION PAPER
2005/58
EXCHANGE RATE VOLATILITY AND THE MIXTURE OF
DISTRIBUTION HYPOTHESIS
Luc BAUWENS1, Dagflnn … means of a
study of the weekly exchange rate volatility of the Norwegian krone. In line with other
studies we flnd that the … impact of information arrival on exchange rate volatility is
positive and statistically signiflcant, and that the hypothesis …