EconPapers    
Economics at your fingertips  
 

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

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

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

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (504) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0022-1996(07)00060-8
Full text for ScienceDirect subscribers only

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

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:inecon:v:73:y:2007:i:2:p:251-277

Access Statistics for this article

Journal of International Economics is currently edited by Gourinchas, Pierre-Olivier and Rodríguez-Clare, Andrés

More articles in Journal of International Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2023-11-07
Handle: RePEc:eee:inecon:v:73:y:2007:i:2:p:251-277