Inflation Differential as a Driver of Cross-currency Basis Swap Spreads
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- Oyakhilome Ibhagui, 2021. "Inflation differential as a driver of cross-currency basis swap spreads," The European Journal of Finance, Taylor & Francis Journals, vol. 27(6), pages 510-536, April.
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Cited by:
- Ibhagui, Oyakhilome, 2021. "Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
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Keywords
Cross-currency basis; inflation differential; relative economic performance;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
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