Skip to main content
Unpublished Paper
Funding Pressures and the Cross-Currency Basis
. (2017)
  • Jean-Marc Bottazzi
  • Jaime Luque, University of Wisconsin-Madison
  • Mario Pascoa, University of Surrey
Abstract
.
Keywords
  • FX swaps; repo; Euro-Dollar currency basis; the 2008 dollar squeeze; possession; canonical buy-sell arbitrage; central banks coordinated intervention; money markets; liquidity.
Publication Date
March, 2017
Citation Information
Jean-Marc Bottazzi, Jaime Luque and Mario Pascoa. "Funding Pressures and the Cross-Currency Basis" . (2017)
Available at: http://works.bepress.com/luque/9/