Equilibrium in FX swap markets: analogy with repo, funding pressures and the cross currency basis.
Páscoa, Mário.
Equilibrium in FX swap markets: analogy with repo, funding pressures and the cross currency basis. - Rio de Janeiro: IMPA, 2016. - video online
Special Lecture.
Matematica.
Equilibrium in FX swap markets: analogy with repo, funding pressures and the cross currency basis. - Rio de Janeiro: IMPA, 2016. - video online
Special Lecture.
Matematica.