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From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko; Packer, Frank - In: Journal of international money and finance 28 (2009) 8, pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
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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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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