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FX Market Liquidity, Funding Constraints and Capital Flows
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1096-9934(199905)19:3<307::aid-fut4>3.0.co;2-5openalex-extracted
The determinants of bid-ask spreads in the foreign exchange futures market: A microstructure analysis
inferredcites →https://doi.org/10.1016/0022-1996(94)90008-6openalex-extracted
Bid—ask spreads and volatility in the foreign exchange market
inferredcites →https://doi.org/10.1016/0261-5606(94)90034-5openalex-extracted
Spread and volatility in spot and forward exchange rates
inferredcites →https://doi.org/10.1016/0304-405x(94)90036-1openalex-extracted
Bid-ask spreads in the interbank foreign exchange markets
inferredcites →https://doi.org/10.1016/b978-0-44-459406-8.00019-6openalex-extracted
Market Liquidity—Theory and Empirical Evidence
inferredcites →https://doi.org/10.1016/j.jempfin.2009.02.001openalex-extracted
Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.001openalex-extracted
Dealer behavior and trading systems in foreign exchange markets
inferredcites →https://doi.org/10.1016/j.jfineco.2007.10.004openalex-extracted
The divergence of liquidity commonality in the cross-section of stocks☆
inferredcites →https://doi.org/10.1016/j.jfineco.2011.03.016openalex-extracted
Securitized banking and the run on repo
inferredcites →https://doi.org/10.1016/j.jfineco.2011.12.008openalex-extracted
Understanding commonality in liquidity around the world
inferredcites →https://doi.org/10.1016/j.jimonfin.2009.08.006openalex-extracted
The crisis in the foreign exchange market
inferredcites →https://doi.org/10.1016/j.jimonfin.2011.11.010openalex-extracted
Global liquidity risk in the foreign exchange market
inferredcites →https://doi.org/10.1016/j.jmoneco.2011.05.006openalex-extracted
A model of liquidity hoarding and term premia in inter-bank markets
inferredcites →https://doi.org/10.1016/s0304-405x(00)00080-5openalex-extracted
Trading activity and expected stock returns
inferredcites →https://doi.org/10.1016/s0304-405x(02)00228-3openalex-extracted
Equilibrium and welfare in markets with financially constrained arbitrageurs
inferredcites →https://doi.org/10.1016/s0304-405x(99)00057-4openalex-extracted
Commonality in liquidity
inferredcites →https://doi.org/10.1086/374184openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-extracted
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.1111/0022-1082.00335openalex-extracted
Market Liquidity and Trading Activity
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb04594.xopenalex-extracted
Liquidity and Market Structure
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03807.xopenalex-extracted
The Limits of Arbitrage
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01529.xopenalex-extracted
Stock Market Declines and Liquidity
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01669.xopenalex-extracted
Rollover Risk and Market Freezes
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01670.xopenalex-extracted
Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01728.xopenalex-extracted
Carry Trades and Global Foreign Exchange Volatility
inferredcites →https://doi.org/10.1111/jofi.12053openalex-extracted
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
inferredcites →https://doi.org/10.2139/ssrn.1299674openalex-extracted
Price Discovery in Foreign Exchange Markets: A Comparison of Indicative and Actual Transaction Prices
inferredcites →https://doi.org/10.2139/ssrn.1325887openalex-extracted
Rollover Risk and Market Freezes
inferredcites →https://doi.org/10.2139/ssrn.1364124openalex-extracted
Commonality in Liquidity: A Demand-Side Explanation
inferredcites →https://doi.org/10.2139/ssrn.1447869openalex-extracted
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
inferredcites →https://doi.org/10.2139/ssrn.1549668openalex-extracted
Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity
inferredcites →https://doi.org/10.2139/ssrn.1856125openalex-extracted
A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
inferredcites →https://doi.org/10.2139/ssrn.1954749openalex-extracted
Global Liquidity Risk in the Foreign Exchange Market
inferredcites →https://doi.org/10.2139/ssrn.2230003openalex-extracted
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades
inferredcites →https://doi.org/10.2139/ssrn.279804openalex-extracted
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.560301openalex-extracted
Dealer Behavior and Trading Systems in Foreign Exchange Markets
inferredcites →https://doi.org/10.2139/ssrn.688065openalex-extracted
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.2139/ssrn.889241openalex-extracted
Stock Market Declines and Liquidity
inferredcites →https://doi.org/10.2307/1450089openalex-extracted
MS. of Haftaras of the Triennial Cycle
inferredcites →https://doi.org/10.2307/1913210openalex-extracted
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.3386/w18251openalex-extracted
Market Liquidity -- Theory and Empirical Evidence
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb03834.xopenalex-snapshot
Information Effects on the Bid-Ask Spread
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01627.xopenalex-snapshot
Leverage, Moral Hazard, and Liquidity
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1016/j.japwor.2016.11.001openalex-snapshot
Simple measures of market efficiency: A study in foreign exchange markets
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