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

Loriano Mancini, Angelo Ranaldo and Jan Wrampelmeyer

Journal of Finance, 2013, vol. 68, issue 5, 1805-1841

Date: 2013
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Related works:
Working Paper: Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2010)
Working Paper: Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums (2009)
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