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has broader implications for optimal positioning in the cross-currency basis swap markets …
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won and US dollar through the foreign exchange swap has escalated in its magnitude beyond 1,000bp in November 2008, and it …
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Foreign holdings of sovereign debt in emerging markets (EMs) shift from foreign currency (FC) to local currency (LC), especially after the global financial crisis. We show that such a dissipation of original sin enlarges deviations from covered interest rate parity (CIP) in EMs, as FC debt is...
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