Understanding FX Liquidity
Year of publication: |
2013-09
|
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Authors: | Karnaukh, Nina ; Ranaldo, Angelo ; Söderlind, Paul |
Institutions: | School of Finance, Universität St. Gallen |
Subject: | exchange rates | liquidity | transaction costs | commonality | low-frequency data |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Forthcoming in The Review of Financial Studies Number 1315 48 pages |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; F31 - Foreign Exchange ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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Karnaukh, Nina, (2014)
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Trading volume, illiquidity and commonalities in FX markets
Ranaldo, Angelo, (2018)
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Lacava, Demetrio, (2022)
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Karnaukh, Nina, (2015)
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Karnaukh, Nina, (2014)
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Internet Appendix to 'Understanding FX Liquidity'
Karnaukh, Nina, (2015)
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