The paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” has been (conditionally) accepted and is now forthcoming in the Journal of Finance. You can find the last working paper version of the paper on SSRN.
The paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” has been (conditionally) accepted and is now forthcoming in the Journal of Finance. You can find the last working paper version of the paper on SSRN.