مرکز منطقه ای اطلاع رساني علوم و فناوري - Real-time price discovery in global stock, bond and foreign exchange markets

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 :

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 :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=136137