Ingomar Krohn

University of Warwick - Finance Group

Gibbet Hill Rd

Coventry, CV4 7AL

Great Britain

SCHOLARLY PAPERS

3

DOWNLOADS

289

CITATIONS

2

Scholarly Papers (3)

1.

FX Spot and Swap Market Liquidity and the Effects of Window Dressing

WBS Finance Group Research Paper
Number of pages: 56 Posted: 28 Dec 2017
Ingomar Krohn and Vladyslav Sushko
University of Warwick - Finance Group and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 119 (231,506)
Citation 2

Abstract:

Loading...

Foreign Exchange, Market liquidity, Funding liquidity, Microstructure, Dealer activity, Window dressing

2.

Performance, Persistence, and Pay: A New Perspective on CTAs

WBS Finance Group Research Paper No. 2972358
Number of pages: 44 Posted: 23 May 2017
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 115 (237,482)

Abstract:

Loading...

Commodity Trading Advisors, Alternative Investments, Information and Market Efficiency, Managerial Skill, Performance

3.

Dealer information and macro fundamentals - New evidence from hybrid exchange rate models

WBS Finance Group Research Paper No. 2975006
Number of pages: 49 Posted: 31 Jan 2019
Ingomar Krohn and Michael Moore
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads 55 (367,273)

Abstract:

Loading...

exchange rates, Taylor rule, order flow, microstructure