Open AccessMicro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
Author(s) -
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Clara Vega
Publication year - 2002
Language(s) - English
Resource type - Reports
DOI - 10.3386/w8959
Subject(s) - macro , foreign exchange , monetary economics , computer science , economics , programming language