Price discovery from cross currency and FX swaps: a structural analysis

Amatatsu, Yasuaki; Baba, Naohiko.

Price discovery from cross currency and FX swaps: a structural analysis - Basle Bank for International Settlements 2008 - 22 p. See BIS 332.15 GLI (Includes Acc Nos: 38746 to 38752)


SWAPS

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