Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices

2009 ◽  
Vol 16 (4) ◽  
pp. 640-654 ◽  
Author(s):  
Kate Phylaktis ◽  
Long Chen
2007 ◽  
Vol 73 (2) ◽  
pp. 251-277 ◽  
Author(s):  
Torben G. Andersen ◽  
Tim Bollerslev ◽  
Francis X. Diebold ◽  
Clara Vega

Author(s):  
Torben G. Andersen ◽  
Clara Vega ◽  
Tim Bollerslev ◽  
Francis X. Diebold

2006 ◽  
Author(s):  
Torben G. Andersen ◽  
Clara Vega ◽  
Tim Bollerslev ◽  
Francis X. Diebold

2006 ◽  
Vol 2006 (871) ◽  
pp. 1-35
Author(s):  
Torben G. Andersen ◽  
◽  
Tim Bollerslev ◽  
Francis X. Diebold ◽  
Clara Vega

2005 ◽  
Author(s):  
Torben Andersen ◽  
Tim Bollerslev ◽  
Francis Diebold ◽  
Clara Vega

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