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Paul Söderlind
Title
Prof. PhD.
Last Name
Söderlind
First name
Paul
Email
paul.soderlind@unisg.ch
SSRN
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=25146
Now showing
1 - 5 of 5
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PublicationType: conference paper
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PublicationUnderstanding FX Liquidity( 2015-01-04)
;Karnaukh, NinaPrevious studies of liquidity in the foreign exchange (FX) market span short time periods or focus on specific measures of liquidity. In contrast, we provide the first comprehensive study of FX liquidity and commonality over more than two decades and a cross-section of forty exchange rates. We show that FX liquidity deteriorates with risk in FX, stock, bond, and money markets, and it comoves with liquidity in bond and stock markets. We also show that commonality in FX liquidities increases in distressed markets and it is stronger for countries with high-quality institutions, financial integration, and price stability. -
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PublicationMeasuring Liquidity in the Foreign Exchange Market( 2013-04-11)
;Karnaukh, NinaType: conference paper -