DISLOCATIONS IN THE WON-DOLLAR SWAP MARKETS DURING THE CRISIS OF 2007-2009-Reference-Cited by-同舟云学术

DISLOCATIONS IN THE WON-DOLLAR SWAP MARKETS DURING THE CRISIS OF 2007-2009

Published:2014-03-14 Issue:4 Volume:19 Page:279-302
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Baba Naohiko¹,Shim Ilhyock²

Affiliation:

1. Goldman Sachs Japan Co., Ltd.; Roppongi Hills Mori Tower, Level 43-48, 10-1, Roppongi 6-chome Minato-ku Tokyo 106-6147 Japan

2. Monetary and Economic Department; Bank for International Settlements (BIS); 78 F, Two International Finance Centre, 8 Finance Street, Central Hong Kong SAR, China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1492/fullpdf

Reference34 articles.

1. 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

2. Baba N McCauley R 2009 Reviewing international bank funding and forex swap strains, 2007-2009

3. Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08;Baba;Journal of Banking and Finance,2009a

4. From turmoil to crisis: dislocation in the FX swap market before and after the failure of Lehman Brothers;Baba;Journal of International Money and Finance,2009b

5. When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market;Baba;Journal of Banking and Finance,2011

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