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Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
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DYNAMIC SPILLOVER OF MONEY MARKET TURMOIL FROM FX SWAP TO CROSS-CURRENCY SWAP MARKETS: Evidence from the 2007-08 Turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2009
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10008243065
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