Do Futures Lead Price Discovery in Electronic Foreign Exchange Markets?

2008 ◽  
Author(s):  
Juan Cabrera ◽  
Tao Wang ◽  
Jian Yang
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

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