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
Keyword(s):  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Transaction Prices ◽  
Exchange Markets

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

2007 ◽  
Vol 73 (2) ◽  
pp. 251-277 ◽  
Author(s):  
Torben G. Andersen ◽  
Tim Bollerslev ◽  
Francis X. Diebold ◽  
Clara Vega
Keyword(s):  
Real Time ◽  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Exchange Markets ◽  
Time Price ◽  
Global Stock

scholarly journals Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets

2004 ◽  
Author(s):  
Torben G. Andersen ◽  
Clara Vega ◽  
Tim Bollerslev ◽  
Francis X. Diebold
Keyword(s):  
Real Time ◽  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Exchange Markets ◽  
Time Price

scholarly journals Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

2006 ◽  
Author(s):  
Torben G. Andersen ◽  
Clara Vega ◽  
Tim Bollerslev ◽  
Francis X. Diebold
Keyword(s):  
Real Time ◽  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Exchange Markets ◽  
Time Price ◽  
Global Stock

scholarly journals Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

2006 ◽  
Vol 2006 (871) ◽  
pp. 1-35
Author(s):  
Torben G. Andersen ◽  
◽  
Tim Bollerslev ◽  
Francis X. Diebold ◽  
Clara Vega
Keyword(s):  
Real Time ◽  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Exchange Markets ◽  
Time Price ◽  
Global Stock

scholarly journals Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets

2005 ◽  
Author(s):  
Torben Andersen ◽  
Tim Bollerslev ◽  
Francis Diebold ◽  
Clara Vega
Keyword(s):  
Real Time ◽  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Exchange Markets ◽  
Time Price
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