Column on VoxEU.org

I have published a column titled “The foreign exchange market: Not as liquid as you may think” on VoxEU.org (together with Loriano Mancini and Angelo Ranaldo). The column presents the main results and policy implications of our recent paper on “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” in an accessible way.

Paper included in SFI Connection

A summary of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” is included in the first edition of Connection, which is the new quarterly knowledge transfer publication of the Swiss Finance Institute (SFI). The aim of Connection is to present ongoing research carried out by SFI faculty members and PhD […]