![arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/l0yjk.png)
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
![arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/PNrW9.png)
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
![Cross-currency basis – an omen of a funding crisis. The case of COVID-19 – BSIC | Bocconi Students Investment Club Cross-currency basis – an omen of a funding crisis. The case of COVID-19 – BSIC | Bocconi Students Investment Club](https://i0.wp.com/bsic.it/wp-content/uploads/2020/10/how-currency-derivatives-show-dollar-funding-stres-1.jpeg?resize=560%2C315&ssl=1)
Cross-currency basis – an omen of a funding crisis. The case of COVID-19 – BSIC | Bocconi Students Investment Club
What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?, WP/19/169, August 2019
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