FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1882369266> ?p ?o ?g. }

• W1882369266 abstract "We provide a comprehensive study of the liquidity of spot foreign exchange (FX) rates over more than two decades and a large cross-section of currencies. First, we show that FX liquidity can be accurately measured with daily and readily-available data. Second, we demonstrate that FX liquidity declines with funding constraints and global risk, supporting theoretical models relating funding and market liquidity. In these distressed circumstances, liquidity tends to evaporate more for developed and riskier currencies. Finally, we show stronger comovements of FX liquidities in distressed markets, especially when funding is constrained, volatility is high, and FXspeculators incur losses.The appendices for this paper are available at the following URL: http://ssrn.com/abstract=2614853" @default.
• W1882369266 created "2016-06-24" @default.
• W1882369266 creator A5047996326 @default.
• W1882369266 creator A5067818890 @default.
• W1882369266 creator A5091852779 @default.
• W1882369266 date "2013-01-01" @default.
• W1882369266 modified "2023-09-23" @default.
• W1882369266 title "Understanding FX Liquidity" @default.
• W1882369266 cites W1498286110 @default.
• W1882369266 cites W1529008628 @default.
• W1882369266 cites W1530524733 @default.
• W1882369266 cites W1557214830 @default.
• W1882369266 cites W1594592571 @default.
• W1882369266 cites W1594671400 @default.
• W1882369266 cites W1722951086 @default.
• W1882369266 cites W1965152622 @default.
• W1882369266 cites W1978116227 @default.
• W1882369266 cites W2004548822 @default.
• W1882369266 cites W2017702298 @default.
• W1882369266 cites W2020710668 @default.
• W1882369266 cites W2022220920 @default.
• W1882369266 cites W2025483505 @default.
• W1882369266 cites W2029929857 @default.
• W1882369266 cites W2050031929 @default.
• W1882369266 cites W2055107389 @default.
• W1882369266 cites W2063536643 @default.
• W1882369266 cites W2067429053 @default.
• W1882369266 cites W2080566469 @default.
• W1882369266 cites W2093362178 @default.
• W1882369266 cites W2099081789 @default.
• W1882369266 cites W2104749022 @default.
• W1882369266 cites W2105414487 @default.
• W1882369266 cites W2112050642 @default.
• W1882369266 cites W2113107692 @default.
• W1882369266 cites W2114294998 @default.
• W1882369266 cites W2114655892 @default.
• W1882369266 cites W2117178635 @default.
• W1882369266 cites W2120139936 @default.
• W1882369266 cites W2123888799 @default.
• W1882369266 cites W2125531201 @default.
• W1882369266 cites W2126521058 @default.
• W1882369266 cites W2131251538 @default.
• W1882369266 cites W2136272341 @default.
• W1882369266 cites W2137582495 @default.
• W1882369266 cites W2138355167 @default.
• W1882369266 cites W2140268443 @default.
• W1882369266 cites W2141439600 @default.
• W1882369266 cites W2143139512 @default.
• W1882369266 cites W2144829047 @default.
• W1882369266 cites W2145229627 @default.
• W1882369266 cites W2148583726 @default.
• W1882369266 cites W2150368919 @default.
• W1882369266 cites W2154810337 @default.
• W1882369266 cites W2155449817 @default.
• W1882369266 cites W2157201362 @default.
• W1882369266 cites W2158120228 @default.
• W1882369266 cites W2158249746 @default.
• W1882369266 cites W2162009965 @default.
• W1882369266 cites W2163127738 @default.
• W1882369266 cites W2168029280 @default.
• W1882369266 cites W2236951358 @default.
• W1882369266 cites W3121245328 @default.
• W1882369266 cites W3121586210 @default.
• W1882369266 cites W3122376683 @default.
• W1882369266 cites W3122456990 @default.
• W1882369266 cites W3124405310 @default.
• W1882369266 cites W3124768472 @default.
• W1882369266 cites W3125297787 @default.
• W1882369266 cites W3125461201 @default.
• W1882369266 cites W3125553798 @default.
• W1882369266 cites W3165000400 @default.
• W1882369266 cites W2055084816 @default.
• W1882369266 doi "https://doi.org/10.2139/ssrn.2329738" @default.
• W1882369266 hasPublicationYear "2013" @default.
• W1882369266 type Work @default.
• W1882369266 sameAs 1882369266 @default.
• W1882369266 citedByCount "12" @default.
• W1882369266 countsByYear W18823692662013 @default.
• W1882369266 countsByYear W18823692662014 @default.
• W1882369266 countsByYear W18823692662015 @default.
• W1882369266 countsByYear W18823692662016 @default.
• W1882369266 countsByYear W18823692662017 @default.
• W1882369266 countsByYear W18823692662018 @default.
• W1882369266 crossrefType "journal-article" @default.
• W1882369266 hasAuthorship W1882369266A5047996326 @default.
• W1882369266 hasAuthorship W1882369266A5067818890 @default.
• W1882369266 hasAuthorship W1882369266A5091852779 @default.
• W1882369266 hasBestOaLocation W18823692662 @default.
• W1882369266 hasConcept C144133560 @default.
• W1882369266 hasConcept C162324750 @default.
• W1882369266 hasConcept C183582576 @default.
• W1882369266 hasConcept C556758197 @default.
• W1882369266 hasConcept C73283319 @default.
• W1882369266 hasConceptScore W1882369266C144133560 @default.
• W1882369266 hasConceptScore W1882369266C162324750 @default.
• W1882369266 hasConceptScore W1882369266C183582576 @default.
• W1882369266 hasConceptScore W1882369266C556758197 @default.
• W1882369266 hasConceptScore W1882369266C73283319 @default.
• W1882369266 hasLocation W18823692661 @default.
• W1882369266 hasLocation W18823692662 @default.

• next