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Real-time price discovery in global stock, bond, and foreign exchange markets (2007)
| Venue: | Journal of International Economics |
| Citations: | 73 - 4 self |
BibTeX
@ARTICLE{Andersen07real-timeprice,
author = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Clara Vega and Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Clara Vega},
title = {Real-time price discovery in global stock, bond, and foreign exchange markets},
journal = {Journal of International Economics},
year = {2007},
pages = {251--277}
}
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Abstract
NOTE: International Finance Discussion Papers are preliminary materials circulated to stimulate discussion and critical comment. References in publications to International Finance Discussion Papers (other than an acknowledgment that the writer has had access to unpublished material) should be cleared with the author or authors. Recent IFDPs are available on the Web at www.federalreserve.gov/pubs/ifdp/.Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
