Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone
O Ibhagui - Journal of International Financial Markets, Institutions …, 2021 - Elsevier
Can higher real output tighten covered interest parity (CIP) deviations and lessen arbitrage
profits in the eurozone fixed income market for dollar-based global investors? We address …
profits in the eurozone fixed income market for dollar-based global investors? We address …
What Drives Dollar Funding Stress in Distress?
Y Tang, A Wong - Forthcoming in International Journal of Central …, 2021 - papers.ssrn.com
We study the forces driving dollar funding stress under adverse market conditions for Asia-
Pacific economies. We find that the response of dollar funding conditions to changes in …
Pacific economies. We find that the response of dollar funding conditions to changes in …