Liquidity in the foreign exchange market : measurement, commonality, and risk premiums
Year of publication: |
2013
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Authors: | Mancini, Loriano ; Ranaldo, Angelo ; Wrampelmeyer, Jan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 68.2013, 5, p. 1805-1841
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Subject: | Devisenmarkt | Foreign exchange market | Marktliquidität | Market liquidity | Messung | Measurement | Risikoprämie | Risk premium | Subprime-Krise | Subprime financial crisis | Finanzkrise | Financial crisis | Zinsparität | Interest rate parity | 2007-2008 |
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