Open AccessLiquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Author(s) -
Loriano Mancini,
Angelo Ranaldo,
Jan Wrampelmeyer
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1569506
Subject(s) - market liquidity , foreign exchange , foreign exchange market , business , monetary economics , liquidity risk , financial system , financial economics , economics , finance
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom