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

2007/04/25 by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold +1 · 1,184 citations
Economics, Econometrics and Finance · #Bond #Bond market #Business cycle #Economics #Equity (law) #Exchange rate #Finance #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Financial economics #Foreign exchange #Futures contract #Macroeconomics #Market Dynamics and Volatility #Monetary economics #Price discovery #Stock (firearms) #Stock exchange

paper · doi:10.1016/j.jinteco.2007.02.004

published in Journal of International Economics 73(2), 251-277 (Elsevier BV)

openalex publication_date 2007/04/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25

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