Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Year of publication: |
2009-11-20
|
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Authors: | Ranaldo, Angelo ; Mancini, Loriano ; Wrampelmeyer, Jan |
Institutions: | Schweizerische Nationalbank (SNB) |
Subject: | Foreign Exchange Market | Measuring Liquidity | Commonality in Liquidity | Liquidity Risk Premium | Subprime Crisis |
Extent: | text/plain |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2010-3 65 pages |
Classification: | F31 - Foreign Exchange ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
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Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
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