, Federal Reserve swap facilities have generally formed a part of a wider network of central bank swap lines. Third, we take …

In this paper we investigate the price, volatility and micro-level effects of central bank swap lines during the 2020 … settlement of swap line auctions. We then combine dealer-level dollar repo auctions by the Bank of England with a trade … repository that includes the universe of FX forward and swap contracts traded in the UK. We find evidence of a substitution …

Swap lines between advanced-economy central banks are a new important part of the global financial architecture. This … shows that the swap line mimics discount-window credit from the source central bank to the recipient-country banks using the … shows that the swap-line rate puts a ceiling on deviations from covered interest parity, and finds evidence for it in the …

Swap lines between advanced-economy central banks are a new important part of the global financial architecture. This … shows that the swap line mimics discount-window credit from the source central bank to the recipient-country banks using the … shows that the swap-line rate puts a ceiling on deviations from covered interest parity, and finds evidence for it in the …

This paper econometrically models the dynamics of Indian rupee (INR) swap yields based on key macroeconomic factors … influence on long-term INR swap yields after controlling for other factors, such as core inflation, the growth of industrial … the short-term interest rate has an important influence on swap yields. This implies that the Reserve Bank of India (RBI …

US longterm swap yields by econometrically modeling its dynamics using an autoregressive distributed lag (ARDL) approach … bill rate on the monthly changes in swap yields of different maturity tenors after controlling for a host of macroeconomic …

This paper econometrically models the dynamics of Indian rupee (INR) swap yields based on key macroeconomic factors … influence on long-term INR swap yields after controlling for other factors, such as core inflation, the growth of industrial … the short-term interest rate has an important influence on the swap yields. This implies that the Reserve Bank of India …

The effect of European Central Bank monetary policy upon EONIA swap spreads is investigated with GARCH-Jump models. I … between main refinancing operations increase the likelihood of jumps in the swap term structure and in the size of the jumps …