Revisiting the comovement of cross-currency basis and the dollar : a rolling correlation approach
Year of publication: |
2020
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Authors: | Agudze, Komla ; Ibhagui, Oyakhilome ; Thompson, Bolarinwa |
Published in: |
The journal of investing : JOI. - New York, NY : Institutional Investor, ISSN 2168-8613, ZDB-ID 2048709-5. - Vol. 29.2020, 3, p. 89-107
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Subject: | Currency | emerging market | interest-rate and currency swaps | Schwellenländer | Emerging economies | Korrelation | Correlation | Swap | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | US-Dollar | US dollar | Welt | World |
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