From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers
Year of publication: |
2009-07-01
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Authors: | Baba, Naohiko ; Packer, Frank |
Institutions: | Bank für Internationalen Zahlungsausgleich <Basel> |
Subject: | Notenbank | Central Bank | Internationaler Kreditmarkt | International credit market | Lehman Brothers | bankruptcy | Adressenausfallrisiko | counterparty risk |
Extent: | 509952 bytes 40 p. application/pdf |
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Series: | BIS Working Paper ; No 285 (2009) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; Global Resources |
Source: | USB Cologne (business full texts) |
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