Ibhagui, Oyakhilome - 2020
). Not only does this collapse give rise to large deviations from CIP, it has unlocked a stream of exploitable arbitrage … performance - as potential drivers of deviations from CIP. Employing data on G10 cross-currency basis swap spreads viz a viz the U … economic performance drive the basis wider, and hence arbitrage profits higher for U.S. dollar investors, in the post crisis …
