Two Essays in Economics and Finance
This dissertation contains two essays. The first essay investigates the measure of FX liquidity and determinants of the change in FX liquidity. Using 20 cross currency exchange rates over spanning period of 1999 to 2016, funding constraints and global risks are responsible for the main drivers of ch...
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| Format: | Others |
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ScholarWorks@UNO
2018
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| Online Access: | https://scholarworks.uno.edu/td/2501 https://scholarworks.uno.edu/cgi/viewcontent.cgi?article=3583&context=td |