amounts, in foreign currency and to foreign banks. Central bank cooperation took the form of a swap network, and amounted to …, the swap network should not be made permanent and given an institutional basis to provide international lending of last … International Economics, concludes in favour of making the swap network permanent, while William Dudley, President of the Federal …

- violations of no arbitrage bounds in the forward and currency swap markets. We also use volatility smile data to capture FX …

We examine the long-run relationships and short-run dynamic linkages among 9 major cross-currency swap spreads, with … were generally strengthened. The influence of euro and swiss cross-currency swaps on other European cross-currency swaps … generally increased after the crisis; the swiss cross-currency swap became several times more influential on all European cross …

We examine the long-run relationships and short-run dynamic linkages among 9 major cross-currency swap spreads, with … were generally strengthened. The influence of euro and Swiss cross-currency swaps on other European cross-currency swaps … generally increased after the crisis; the Swiss cross-currency swap became several times more influential on all European cross …