Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
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- 10 September 2013
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 68 (5) , 1805-1841
- https://doi.org/10.1111/jofi.12053
Abstract
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Funding Information
- Swiss National Science Foundation-National Centre of Competence
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