Paper included in SFI Connection

A summary of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is included in the first edition of Connection, which is the new quarterly knowledge transfer publication of the Swiss Finance Institute (SFI). The aim of Connection is to present ongoing research carried out by SFI faculty members and PhD students to practitioners.

The topic of the first issue of Connection is the recent financial crisis. You can download it directly from the website of the SFI.