Work

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1447869

Authors: Loriano Mancini, Angelo Ranaldo, Jan Wrampelmeyer

Institutions: Swiss Finance Institute, Università della Svizzera italiana, University of Basel, University of St.Gallen, Vrije Universiteit Amsterdam

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2168029280

Cites: 89

Cited by: 88

Related to: 10