Real-time price discovery in global stock, bond and foreign exchange markets

Journal of International Economics - Tập 73 Số 2 - Trang 251-277 - 2007
Torben G. Andersen1,2, Tim Bollerslev3,2, Francis X. Diebold4,2, Clara Vega5
1Department of Finance, Northwestern University, United States
2NBER, United States
3Departments of Economics and Finance, Duke University, United States
4Departments of Economics, Finance and Statistics, University of Pennsylvania, United States
5Department of Finance, University of Rochester, United States

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