Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
Basis Swap Pricing and Valuation | FinPricing
Basis Swap Pricing and Valuation | FinPricing
Cross-Currency Basis: Year-End Outlook | Russell Investments
The basic mechanics of FX swaps and cross-currency basis swaps