Cross-currency basis swap spreads and corporate dollar funding

Author:

David-Pur Lior,Galil KoreshORCID,Rosenboim Mosi,Shapir Offer Moshe

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

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

2. Exchange rate policies at the zero lower bound;Amador;Rev. Econ. Stud.,2020

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

4. Baba, N., McCauley, R. N., Ramaswamy, S., 2009. US dollar money market funds and non-US banks.BIS Quarterly Review, March.

5. From turmoil to crisis: Dislocations in the foreign exchange swap market before and after the failure of Lehman Brothers;Baba;J. Int. Money Financ.,2009

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