Real-time price discovery in global stock, bond and foreign exchange markets
Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega
| Year of publication: |
2006
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. ; Vega, Clara |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Devisenmarkt | Foreign exchange market | USA | United States | Deutschland | Germany | Großbritannien | United Kingdom | Wirkungsanalyse | Impact assessment |
| Extent: | 19, [16] S. graph. Darst. |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 871 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.federalreserve.gov/pubs/ifdp/2006/871/ifdp871.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003393564