arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
The funding squeeze is arguably the key story in the market this morning
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
The basic mechanics of FX swaps and cross-currency basis swaps
The basic mechanics of FX swaps and cross-currency basis swaps
Cross-Currency Basis for Selected Economies | Download Scientific Diagram
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
Credit Suisse Basis Points: Cross-Currency Basis Swaps
Trinh on Twitter: "You can see the widening of the KRW basis as signs of stress (if u don't know what cross currency basis is, don't fret, can explain later) and notice
Analysing Cross-Currency Basis Spreads
Cross-currency basis feels the BEAT | Financial Times
Fed Wipes Out Dollar Premium in One Fell Swoop: Liquidity Watch - Bloomberg
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
Cross Currency Swaps and Libor-OIS
Cross-Currency Basis: Year-End Outlook | Russell Investments
LFS Webcast series - The Mechanics of Cross Currency Basis Swaps - YouTube
Currency swap - Wikipedia
Cross Currency Swaps Trading During a Crisis
What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?, WP/19/169, August 2019
Citi Bank
Is stochastic cross-currency basis a better way to model IM? - Risk.net
Cross-Currency Basis: Year-End Outlook | Russell Investments
Cross-Currency Basis: Year-End Outlook | Russell Investments
EUR/USD Cross-Currency Swaps: Deeply Negative For The Long Term | Seeking Alpha
Credit Suisse Basis Points: Cross-Currency Basis Swaps
