orthonormal trigonometric basis functions. We prove the asymptotic validity of our variance estimator and demonstrate desirable …

The CDS-bond basis quantifies the difference in risk premia between credit default swap (CDS) and bond markets. It is …-level basis term-structures across all maturities. Our approach can accommodate different term-structure interpolation methods … the 2011-2021 JP Morgan (JPM) basis term-structure and use it to analyze its empirical determinants. We find that factors …

pronounced nature of the EURUSD and EURGBP CIP violations from 2007 to 2019. We explain the basis in terms of five driving …

pronounced nature of the EURUSD and EURGBP CIP violations from 2007 to 2019. We explain the basis in terms of five driving …

institutional pressures positively affect the adoption of cash-basis IPSAS. Whereas, the good economic governance has a … significantly impact on the full accrual-basis IPSAS adoption. The close of economic relationships with international partners … pushes countries to adopt modified accrual-basis IPSAS. Contribution: These findings help non-adopting countries that intend …