Inflation differential as a driver of cross-currency basis swap spreads

O Ibhagui - The European Journal of Finance, 2021 - Taylor & Francis
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

Inflation Differential as a Driver of Cross-currency Basis Swap Spreads

O Ibhagui - 2020 - mpra.ub.uni-muenchen.de
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

Inflation Differential as a Driver of Cross-Currency Basis Swap Spreads

O Ibhagui - Available at SSRN 3636220, 2020 - papers.ssrn.com
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

Inflation differential as a driver of cross-currency basis swap spreads

O Ibhagui - The European Journal of Finance, 2021 - ideas.repec.org
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

Inflation differential as a driver of cross-currency basis swap spreads

O Ibhagui - The European Journal of Finance, 2021 - econpapers.repec.org
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

Inflation differential as a driver of cross-currency basis swap spreads

O Ibhagui - The European Journal of Finance, 2021 - ingentaconnect.com
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

[引用][C] Inflation differential as a driver of cross-currency basis swap spreads

O Ibhagui - The European Journal of Finance, 2020 - cir.nii.ac.jp
Inflation differential as a driver of cross-currency basis swap spreads | CiNii Research CiNii
国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 論文・データを …

Inflation Differential as a Driver of Cross-currency Basis Swap Spreads

O Ibhagui - 2020 - ideas.repec.org
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

[PDF][PDF] Inflation Differential as a Driver of Cross-currency Basis Swap Spreads

O Ibhagui - 2020 - mpra.ub.uni-muenchen.de
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …

Inflation Differential as a Driver of Cross-currency Basis Swap Spreads

O Ibhagui - 2020 - econpapers.repec.org
Over the last decade, the foreign exchange derivatives market has witnessed a collapse of
covered interest parity (CIP). Not only does this collapse give rise to large deviations from …