Do Futures Lead Price Discovery in Electronic Foreign Exchange Markets?

2008 ◽  
Author(s):  
Juan Cabrera ◽  
Tao Wang ◽  
Jian Yang
Keyword(s):  
Foreign Exchange ◽  
Price Discovery ◽  
Foreign Exchange Markets ◽  
Lead Price ◽  
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
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