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@ARTICLE{Wrampelmeyer2013_LiquidityFX,
  author = {Loriano Mancini and Angelo Ranaldo and Jan Wrampelmeyer},
  title = {Liquidity in the Foreign Exchange Market: Measurement, Commonality,
	and Risk Premiums},
  journal = {Journal of Finance},
  year = {2013},
  volume = {68},
  pages = {1805--1841},
  number = {5},
  month = {October}
}