//-->
Analysing cross-currency basis spreads
Baran, Jaroslav, (2018)
A study of Bitcoin-based intraday volatility forecasting for cross-market spreads
Yang, Longguang, (2023)
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo, (2020)
Principal component analysis of yield curve movements
Barber, Joel R., (2012)
Bond immunization for additive interest rate shocks
Barber, Joel R., (1998)
Principal component and second generation wavelet analysis of Treasury yield curve evolution
Cooper, Mark L., (2004)