Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market-Reference-Cited by-同舟云学术

Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market

Published:2019-07 Issue: Volume:64 Page:1-12
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Sensoy Ahmet,Serdengeçti Süleyman

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference48 articles.

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4. News announcements, market activity and volatility in the euro/dollar foreign exchange market;Bauwens;Journal of International Money and Finance,2005

5. Exchange rate volatility and the mixture of distribution hypothesis;Bauwens;Empirical Economics,2006

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