Analysing cross-currency basis spreads
Jaroslav Baran, Jiří Witzany
| Year of publication: |
2018
|
|---|---|
| Authors: | Baran, Jaroslav ; Witzany, Jiří |
| Subject: | cross-currency swap | basis spread | overnight indexed swap | cointegration | arbitrage | Währungsderivat | Currency derivative | Swap | Arbitrage | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Welt | World | Arbitrage Pricing | Arbitrage pricing | Kointegration | Cointegration | Derivat | Derivative | Schätzung | Estimation | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/3962 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012152949