Dynamic Spillover of Money Market Turmoil from FX Swap to Cross-Currency Swap Markets: Evidence from the 2007–2008 Turmoil
Year: 2009
Type: article
Source: The Journal of Fixed Income
Author: Naohiko Baba
Institution: Bank for International Settlements
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2134079022