Analysing cross-currency basis spreads
Year of publication: |
2018
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Authors: | Baran, Jaroslav ; Witzany, Jiří |
Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Acad. Press, ISSN 2729-7470, ZDB-ID 2058973-6. - Vol. 66.2018, 10, p. 1002-1030
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Subject: | cross-currency swap | basis spread | overnight indexed swap | cointegration | arbitrage | Swap | Arbitrage | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Kointegration | Cointegration | Zinsderivat | Interest rate derivative | Derivat | Derivative |
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