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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