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foreign-exchange-swaps

  1. Nicole Seaman

    P2.T8.20.17. Covered interest rate parity lost (Borio)

    Learning objectives: Differentiate between the mechanics of foreign exchange (FX) swaps and cross-currency swaps. Identify key factors that affect the cross-currency swap basis. Assess the causes of covered interest rate parity violations after the financial crisis of 2008. Questions: 20.17.1...
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