Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?

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

Center for Financial Institutions Working Papers from Wharton School Center for Financial Institutions, University of Pennsylvania

Date: 2002-04
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Related works:
Working Paper: Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)
Working Paper: Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)
Working Paper: Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)
Journal Article: Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)
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