Price-setting in the foreign exchange swap market: Evidence from order flow-Reference-Cited by-同舟云学术

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Price-setting in the foreign exchange swap market: Evidence from order flow

Published:2022-10 Issue:1 Volume:146 Page:119-142
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Syrstad Olav^ORCID,Viswanath-Natraj Ganesh^ORCID

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference32 articles.

1. Arbitrage in the foreign exchange market: turning on the microscope;Akram;J. Int. Econ.,2008

2. Funding value adjustments;Andersen;J. Finance,2019

3. The dollar, bank leverage, and deviations from covered interest parity;Avdjiev;Am. Econ. Rev.,2019

4. Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08;Baba;J. Bank. Finance,2009

5. Central Bank Swap Lines;Bahaj,2021

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The widening of cross-currency basis: When increased FX swap demand meets limits of arbitrage;Journal of International Economics;2024-11

2. Synthetic Dollar Funding;2024

3. Cip Deviations: The Role of U.S. Banks’ Liquidity and Regulations;2024

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