Open AccessReal-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
Author(s) -
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Clara Vega
Publication year - 2006
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2006.871
Subject(s) - bond , futures contract , stock (firearms) , economics , equity (law) , monetary economics , exchange rate , bond market , stock exchange , price discovery , business cycle , financial economics , foreign exchange , interest rate , macroeconomics , finance , mechanical engineering , political science , law , engineering