… dynamics of exchange rates and the term structures of swap rates for the G10 currencies. …
that there is one priced risk factor in G10 swap rates. We estimate the risk premium for …

… the variables that determine exchange rate movements may be interest rate differentials, …
Exchange Swap Network contribute to reducing those levels. However, the G10 currency swap …

… suggests the exchange rate is affected by relative rates of … nominal interest rates and thus
the exchange rate. Countries … -rate data, considering that the cross-currency swap market …

… This paper investigates the dynamics of currency exchange rates from a global perspective,
… of G10 currencies, we disclose the interconnections and patterns driving exchange rates, …

… to extend swap lines to Group of Ten (G10) central banks, but that … swaps are collateralized
based on the exchange rate prevailing at the time they are actually used, and not at old rates …

… imperfect CIP arbitrage the swap market plays a key role in exchange rate determination. …
Our contribution will be to analyze the additional role of the swap market for exchange rate …

… This paper instead looks into daily exchange rates of the G10 currencies, which are the
world’s most liquid … The dealers include large banks and dealers in securities, swaps, and 7 …

… Employing data on G10 cross-currency basis swap spreads viz a viz the US dollar, we …
B i l a t e r a l k t is the nominal exchange rate measured in the number of units of each G10 …

… Employing data on G10 currencies, we document a striking new evidence that higher …
𝐵𝑖𝑙𝑎𝑡𝑒𝑟𝑎𝑙𝑘𝑡 is the nominal exchange rate measured in the number of units of each G10 …

… would exchange back currencies at the same exchange rate, so there was no exchange rate
… to commercial banks in its jurisdiction, passing on the interest rate expense to those banks. …