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Persistent link: https://www.econbiz.de/10011951995
This paper examines the price discovery processes before and during the 2007-09 subprime and financial crisis, as well as the subsequent European sovereign crisis, for the stock, bond, and U.S. dollar/euro FX markets in the U.S. and Germany in a high-frequency setting. Based on five-second...
Persistent link: https://www.econbiz.de/10012975585