Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums

Journal of Finance

Volumn 68, Issue 5, 2013, Pages 1805-1841

  Mancini, Loriano ^a   Ranaldo, Angelo ^b   Wrampelmeyer, Jan ^b  

^a SWISS FINANCE INSTITUTE   (Switzerland)

^b UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84880405168     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/jofi.12053     Document Type: Article

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