Ingomar Krohn

Copenhagen Business School - Department of Finance

Solbjerg Plads 3

Copenhagen , Frederiksberg 2000

Denmark

SCHOLARLY PAPERS

4

DOWNLOADS

451

SSRN CITATIONS

5

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.
Downloads 183 (177,302)
Citation 3

FX Spot and Swap Market Liquidity Spillovers

BIS Working Paper No. 836, WBS Finance Group Research Paper No. 243
Number of pages: 65 Posted: 28 Dec 2017 Last Revised: 16 Jan 2020
Ingomar Krohn and Vladyslav Sushko
Copenhagen Business School - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 154 (206,278)
Citation 3

Abstract:

Loading...

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

FX Spot and Swap Market Liquidity Spillovers

BIS Working Paper No. 836
Number of pages: 65 Posted: 12 Feb 2020
Ingomar Krohn and Vladyslav Sushko
Copenhagen Business School - Department of Finance and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 29 (517,329)

Abstract:

Loading...

foreign exchange, market and funding liquidity, microstructure, dealer activity, window dressing

2.

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

WBS Finance Group Research Paper No. 238
Number of pages: 44 Posted: 23 May 2017
Copenhagen Business School - Department of Finance, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 128 (237,428)
Citation 1

Abstract:

Loading...

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

3.

Foreign Exchange Fixings and Returns Around the Clock

WBS Finance Group Research Paper
Number of pages: 49 Posted: 11 Feb 2020
Ingomar Krohn, Philippe Mueller and Paul Whelan
Copenhagen Business School - Department of Finance, Warwick Business School Finance Group and Copenhagen Business School
Downloads 76 (335,725)

Abstract:

Loading...

foreign-exchange, intraday and overnight returns, high-frequency data, corporates, pension funds, insurance companies, intermediation

4.

Dealer Information and Macro Fundamentals - New Evidence from Hybrid Exchange Rate Models

WBS Finance Group Research Paper No. 263
Number of pages: 49 Posted: 31 Jan 2019
Ingomar Krohn and Michael Moore
Copenhagen Business School - Department of Finance and University of Warwick - Warwick Business School
Downloads 64 (368,485)
Citation 1

Abstract:

Loading...

exchange rates, Taylor rule, order flow, microstructure