fx liquidity

Discussion in 'Risk Management' started by Siberian, May 21, 2008.

  1. Siberian


    does anyone know a good place to start working on an fx liquidity/tran-cost forecasting model? I have seen a nr of models for equity, but hardly any in fx. Would greatly appreciate any help.

  2. I know fx-liq but dont know what a tran-cost forecasting model is. Let me know