Cross-currency basis swap spreads and corporate dollar funding
Lior David-Pur, Koresh Galil, Mosi Rosenboim, Offer Moshe Shapir
| Year of publication: |
2023
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|---|---|
| Authors: | David-Pur, Lior ; Galil, Koresh ; Rosenboim, Mosi ; Shapir, Offer Moshe |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-15
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| Subject: | Bond markets | Covered interest rate parity | Cross-currency basis swaps | Cross-currency swaps | Swap | Währungsderivat | Currency derivative | Zinsparität | Interest rate parity | US-Dollar | US dollar | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101780 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433286