Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|22-1082|5|1805-1841

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.22-1082, Iss.5, 2013-10, pp. : 1805-1841

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Abstract