Research Material Angelo Ranaldo On this side we provide you regularly with our actual research material. A Simple Estimation of Bid-Ask Spreads from Daily Clos, High, and Low Prices CHL.sas CHL-INternet Appendix.pdf CHL-Output-CSV.zip Liquidity in the Foreign Exchange Market Measurement, Commonality, and Risk Premiums MRW 2013 FX liquidity index data MRW 2013 FX liquidity index data monthly MRW 2014 FX liquidity index data weekly SSRN-id1974419.pdf The Euro Interbank Repo Market SSRN-id2368158.pdf Understanding FX Liquidity IlliqMeasures_1991_August2019 Instructions to compute FX liquidity measures in Karnaukh, Ranaldo, and Söderlind (2015) SSRN-id2614853.pdf