The dollar squeeze of the financial crisis.
Year of publication: |
2012-02
|
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Authors: | Bottazzi, Jean-Marc ; Luque, Jaime ; Páscoa, Mário R. ; Sundaresan, Suresh |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | FX swaps | repo | Euro-Dollar currency basis | the 2008 dollar squeeze | possession |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 36 pages |
Classification: | D52 - Incomplete Markets ; D53 - Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G18 - Government Policy and Regulation |
Source: |
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The dollar squeeze of the financial crisis
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