SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums · Study

PreprintShelves

PreprintLiquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Loriano Mancini2009

OA

Preprintgreen2009

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Loriano Mancini · Angelo Ranaldo · Jan Wrampelmeyer

88 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 88 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 2002Illiquidity and stock returns: cross-section and time-series effects 1985Continuous Auctions and Insider Trading 1976The arbitrage theory of capital asset pricing 2003Liquidity Risk and Expected Stock Returns 1995The Limits of Arbitrage 1986Asset pricing and the bid-ask spread 2008Market Liquidity and Funding Liquidity

Cited by

2012Liquidity commonality in commodities 2014Time-varying systematic and idiosyncratic risk exposures of US bank holding companies 2018The impact of jumps on carry trade returns 2013Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model 2015Can implied volatility predict returns on the currency carry trade?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiumsarticle · 52 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 27 shared references 2012Market Liquidity -- Theory and Empirical Evidencereport · 24 shared references 2015Understanding FX Liquidityarticle · 21 shared references 2011Global liquidity risk in the foreign exchange marketarticle · 21 shared references 2014The Empirical Analysis of Liquidityarticle · 19 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations88

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.1447869

openalex_workW2168029280

Links

Imported from OpenAlex (CC0) — nothing here is generated.