Real-time price discovery in global stock, bond and foreign exchange markets

Torben G. Andersen (), Tim Bollerslev, Francis Diebold () and Clara Vega

Journal of International Economics, 2007, vol. 73, issue 2, pages 251-277

View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V6D ... 92c6ac97babb655c4425
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Real-time price discovery in global stock, bond and foreign exchange markets (2006)
Working Paper: Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Journal of International Economics is edited by J. Eaton and C. M. Engel

More articles in Journal of International Economics from Elsevier
Series data maintained by Heidi Boesdal ().