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
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