Reference health
Constrained Liquidity Provision in Currency Markets
70/70 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
64 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 70 checked references that resolve
resolves10.1016/S1386-4181(01)00024-6
Illiquidity and stock returns: cross-section and time-series effects
resolves10.2307/2951574
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
resolves10.1016/j.jfineco.2018.06.001
The Volcker Rule and corporate bond market making in times of stress
resolves10.1111/1467-9868.00336
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
resolves10.1016/j.jfineco.2004.08.001
Dealer behavior and trading systems in foreign exchange markets
resolves10.1016/S0304-3932(02)00145-9
Monetary disturbances matter for business fluctuations in the G-7
resolves10.1162/JEEA.2008.6.2-3.589
Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data
resolves10.1093/rfs/hhy004
Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets
resolves10.1111/j.1540-6261.2009.01530.x
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues
resolves10.1162/003465398557825
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
resolves10.1111/j.1540-6261.2010.01569.x
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
resolves10.1016/j.jfineco.2020.12.001
Common pricing across asset classes: Empirical evidence revisited
resolves10.1016/S0304-405X(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.1016/j.jfineco.2017.08.002
Intermediary asset pricing: New evidence from many asset classes
resolves10.1016/S0022-1996(02)00060-0
Why is it so difficult to beat the random walk forecast of exchange rates?
resolves10.1111/jofi.12053
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
resolves10.1111/jofi.12378
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
resolves10.1016/S0022-1996(03)00003-5
Informed trade in spot foreign exchange markets: an empirical investigation
resolves10.1111/j.1467-937X.2009.00578.x
Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
resolves10.1016/j.jmoneco.2004.05.007
What are the effects of monetary policy on output? Results from an agnostic identification procedure
resolves10.1081/ETC-120008723
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
The 64 references without a DOI — listed, not checked
no DOI — not checkedIntermediary leverage cycles and financial stability
no DOI — not checkedMarket-making and proprietary trading: industry trends, drivers and policy implications
no DOI — not checkedWhat constrains liquidity provision? Evidence from institutional trades
no DOI — not checkedref27
no DOI — not checkedIntermediary balance sheets and the treasury yield curve
no DOI — not checkedref30
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no DOI — not checkedFX market metrics: New findings based on CLS bank settlement data
no DOI — not checkedHfts and dealer banks: Liquidity and price discovery in FX trading
no DOI — not checkedref60
no DOI — not checkedForeign exchange swap liquidity
no DOI — not checkedref66
no DOI — not checkedFX trade execution: Complex and highly fragmented
no DOI — not checkedforthcoming. Segmented arbitrage
no DOI — not checkedPushing on a string: US monetary policy is less powerful in recessions
no DOI — not checked2: Rolling window correlation VLOOP and VLM
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no DOI — not checkedref136
no DOI — not checkedFX trade execution: Complex and highly fragmented
no DOI — not checkedDollar dominance in FX trading
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