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

Torben 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:
Journal Article: Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)
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)
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