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
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Working Paper: Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets (2007)
Working Paper: Real-time price discovery in global stock, bond and foreign exchange markets (2006)
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