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type_genre:"Nachschlagewerk"
~person:"Baba, Naohiko"
~person:"Chan, Kam C."
~subject:"Geldmarkt"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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BIS quarterly review : international banking and financial market developments
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The spillover of money market turbulence to FX swap and cross-currency swap markets
Baba, Naohiko
;
Packer, Frank
;
Nagano, Teppei
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 73-86
Persistent link: https://www.econbiz.de/10003669968
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2
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
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