FT Alphaville published an article titled “Carrying liquidity as far as you can” including a discussion of our paper on foreign exchange liquidity.
I have published a column titled “The foreign exchange market: Not as liquid as you may think” on VoxEU.org (together with Loriano Mancini and Angelo Ranaldo). The column presents the main results and policy implications of our recent paper on “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” in an accessible way.
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 […]
The latest Swiss Finance Institute Newsletter reports on the Outstanding Paper in International Finance award that we won at the 46th Eastern Finance Association Annual Meeting: SFI Newsletter September 2010