The spillover of money market turbulence to FX swap and cross-currency swap markets
Naohiko Baba; Frank Packer; Teppei Nagano
| Year of publication: |
2008
|
|---|---|
| Authors: | Baba, Naohiko ; Packer, Frank ; Nagano, Teppei |
| Published in: |
BIS quarterly review : international banking and financial market developments. - Basel : BIS, ISSN 1683-0121, ZDB-ID 2265732-0. - 2008, p. 73-86
|
| Subject: | Geldmarkt | Money market | Finanzkrise | Financial crisis | USA | United States | Spillover-Effekt | Spillover effect | Währungsderivat | Currency derivative | Devisenmarkt | Foreign exchange market | Internationaler Finanzmarkt | International financial market | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003669968