From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers

Author:

Baba Naohiko,Packer Frank

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

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3. Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets: evidence from the 2007–2008 turmoil;Baba;Journal of Fixed Income,2009

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