Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
Macro Man: A Basis For Cross-border Re-leveraging
Risk Rationalization of OTC Derivatives in SIFR (Secured Overnight Funding Rate) Transition: Evidence from Linear Interest Rate Derivatives
Interest Ratet After The Credit Crunch
The Endgame for Basis Swaps?
Using Bloomberg Tenor Basis Swap Spreads in Excel to calculate 1M USD Libor Forward Rates - Resources
The Endgame for Basis Swaps?
The Endgame for Basis Swaps?
Basis Swap spreads: Euribor 3M Vs Euribor 6M, Euribor 6M Vs Euribor 12M... | Download Scientific Diagram
Credit Suisse Basis Points: Cross-Currency Basis Swaps
In the land of two curves, and one price | Financial Times
The Endgame for Basis Swaps?
Basis Swap spreads: Euribor 3M Vs Euribor 6M, Euribor 6M Vs Euribor 12M... | Download Scientific Diagram
Cross currency opportunities: EUR spreads to outperform USD counterparts | Article | ING Think
fx - Calculating Cross Currency basis swaps - Quantitative Finance Stack Exchange
Credit Suisse Basis Points: Cross-Currency Basis Swaps
EUR rates: Hidden gems: EUR 3s6s basis has tanked post QE – too much?
SDRFix Methodology
Using Bloomberg Tenor Basis Swap Spreads in Excel to calculate 1M USD Libor Forward Rates - Resources
LIBOR Basis Swaps
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
Why Cross-Currency Basis Swaps Are Year-End Focus: QuickTake Q&A - Bloomberg
DBIQ Interest Rate Curve Creation Process
Basis Swap spreads: Euribor 3M Vs Euribor 6M, Euribor 6M Vs Euribor 12M... | Download Scientific Diagram
