Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
Year of publication: |
2007-08-16
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Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Vega, Clara |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Asset Pricing | Macroeconomic News Announcements | Financial Market Linkages | Market Microstructure | High-Frequency Data | Survey Data | Asset Return Volatility | Forecasting |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 3 pages long |
Classification: | F3 - International Finance ; F4 - Macroeconomic Aspects of International Trade and Finance ; G1 - General Financial Markets ; C5 - Econometric Modeling |
Source: |
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Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben G., (2004)
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