Title:

The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior

Authors:

Alvaro Almeida (LSE, CEMPRE, U Porto)
Charles Goodhart (LSE)
Richard Payne (LSE)

Journal:

Journal of Financial and Quantitative Analysis

Year:

1998

Volume:

33

Pages:

383-408

JEL codes:

E44 - Financial Markets and the Macroeconomy
F31 - Foreign Exchange