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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08

Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962

Persistent link: https://www.econbiz.de/10003892128

From Turmoil to Crisis : Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers

Baba, Naohiko - 2013

This paper investigates dislocations in the foreign exchange (FX) swap market between the US dollar and three major European currencies. After the failure of Lehman Brothers in September 2008, deviations from covered interest parity (CIP) were negatively associated with the creditworthiness of...

Persistent link: https://www.econbiz.de/10013095699

When and how US dollar shortages evolved into the full crisis? : evidence from the cross-currency swap market

Baba, Naohiko; Sakurai, Yuji - In: Journal of banking & finance 35 (2011) 6, pp. 1450-1463

Persistent link: https://www.econbiz.de/10009244966

Does efficiency help banks survive and thrive during financial crises?

Assaf, A. Georges; Berger, Allen N.; Roman, Raluca A.; … - In: Journal of banking & finance 106 (2019), pp. 445-470

Persistent link: https://www.econbiz.de/10012224330

Supervisory enforcement actions against banks and systemic risk

Berger, Allen N.; Cai, Jin; Roman, Raluca A.; Sedunov, John - In: Journal of banking & finance 140 (2022), pp. 1-31

Persistent link: https://www.econbiz.de/10013463111