Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? Torben G. Andersen; Tim Bollerslev; Francis X. Diebold; ...

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Torben G. Andersen ; Tim Bollerslev ; Francis X. Diebold ; Clara Vega
torben g. andersen,tim bollerslev,francis x. diebold micro effects of macro announcements: real-time price discovery in foreign exchange
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