Open AccessReal-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
Author(s) -
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Clara Vega
Publication year - 2005
Language(s) - English
Resource type - Reports
DOI - 10.3386/w11312
Subject(s) - price discovery , business , foreign exchange , monetary economics , bond , stock (firearms) , stock exchange , financial economics , bond market , financial system , economics , finance , engineering , futures contract , mechanical engineering