Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
Year of publication: |
2003
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Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Vega, Clara |
Published in: |
The American economic review. - Nashville, Tenn : American Economic Assoc, ISSN 0002-8282, ZDB-ID 203590x. - Vol. 93.2003, 1, p. 38-62
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