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When and how US dollar shortages evolved into the full crisis? : evidence from the cross-currency swap market
Baba, Naohiko; Sakurai, Yuji - In: Journal of banking & finance 35 (2011) 6, pp. 1450-1463
Persistent link: https://www.econbiz.de/10009244966
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When and How US Dollar Shortages Evolved into the Full Crisis? Evidence from the Cross-Currency Swap Market
Baba, Naohiko - 2009
This paper investigates when and how the US dollar shortage problem evolved into the full crisis during the financial turmoil that started in the summer of 2007, using cross-currency swap prices between three European currencies (EUR, GBP, and CHF) and USD. We employ the dynamic global (latent)...
Persistent link: https://www.econbiz.de/10013157001
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How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji - In: Journal of international financial markets, … 75 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
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Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?
Sakurai, Yuji; Kurosaki, Tetsuo - In: Research in international business and finance 65 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014436112
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Financial crises and the central bank : lessons from Japan during the 1920s
Shizume, Masato - In: Coping with financial crises : some lessons from …, (pp. 131-148). 2018
Persistent link: https://www.econbiz.de/10011789954
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Central bank independence in times of high fiscal risk : the case of Japan
Waldenberger, Franz - In: Central banking and financial stability in East Asia, (pp. 87-100). 2015
Persistent link: https://www.econbiz.de/10014546790
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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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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128