Liquidity problems in the FX liquid market: Ask for the "BIL"
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- Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers 2010-16, Center for Research in Economics and Statistics.
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Cited by:
- Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2010. "When Market Illiquidity Generates Volumes," Working Papers halshs-00536046, HAL.
- Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015.
"Measuring the liquidity part of volume,"
Journal of Banking & Finance, Elsevier, vol. 50(C), pages 92-105.
- Gulten Mero & S. Darolles & Gaëlle Le Fol, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-02979999, HAL.
- Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-01632766, HAL.
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More about this item
Keywords
FX market; Liquidity; financial crisis.;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2010-05-08 (International Finance)
- NEP-MST-2010-05-08 (Market Microstructure)
- NEP-RMG-2010-05-08 (Risk Management)
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