Micro effects of macro announcements: Real-time price discovery in foreign exchange

American Economic Review

Volumn 93, Issue 1, 2003, Pages 38-62

  Andersen, Torben G ^a,b   Bollerslev, Tim ^b,c   Diebold, Francis X ^b,c   Vega, Clara ^d  

^a NORTHWESTERN UNIVERSITY   (United States)

^b NBER ^*

^c DUKE UNIVERSITY   (United States)

^d UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242345456     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/000282803321455151     Document Type: Review

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