Dollar Shortage, Central Bank Actions, and the Cross Currency Basis

Author:

Bottazzi Jean-Marc,Luque Jaime,Pascoa Mario,Sundaresan Suresh M.

Publisher

Elsevier BV

Reference22 articles.

1. From Turmoil to the Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers;N Baba;Journal of International Money and Finance,2009

2. US Dollar Market Funds and Non-US Banks;N Baba;BIS Quarterly Review,2009

3. Collateral Values by Asset Class: Evidence from Primary Securities Dealers;L Bartolini;Review of Financial Studies,2011

4. Securities Market Theory: Possession, Repo and Re-hypothecation;J.-M Bottazzi;Journal of Economic Theory,2012

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