Title of article
Real-time price discovery in global stock, bond and foreign exchange markets
Author/Authors
Torben G. Andersen، نويسنده , , Tim Bollerslev، نويسنده , , Francis X. Diebold، نويسنده , , Clara Vega، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2007
Pages
27
From page
251
To page
277
Keywords
Asset return volatility , forecasting , asset pricing , Macroeconomic news announcements , Financial market linkages , market microstructure , Survey data , High-frequency data
Journal title
Journal of International Economics
Serial Year
2007
Journal title
Journal of International Economics
Record number
136137
Link To Document