Título:

The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior

Autores:

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

Revista:

Journal of Financial and Quantitative Analysis

Ano:

1998

Volume:

33

Páginas:

383-408

Códigos JEL:

E44 - Financial Markets and the Macroeconomy
F31 - Foreign Exchange