Cross-currency basis – an omen of a funding crisis. The case of COVID-19 – BSIC | Bocconi Students Investment Club
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
Cross currency swaps: USD premium to remain intact | Article | ING Think
Cross-currency basis, RIP? | Financial Times
Analysing Cross-Currency Basis Spreads
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
Year-end widening in yen-dollar basis swap expected to be more contained - BofA
The funding squeeze is arguably the key story in the market this morning
FX Basis Swaps » ICMA
Arte del Cambio: QE and Cross Currency Basis Swaps
Understand how the FX Swap Rate Monitor brings transparency to the FX swap market - CME Group
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
3-month USD/JPY and USD/NOK FX swap bid-ask spreads, annualised in... | Download Scientific Diagram
Citi Bank
Citi Bank
FX Cross-Currency Basis Swaps and Hedging Costs – Rothko Research Ltd.
Cross Currency Basis Swaps: Hedging FX in a Global Portfolio - DayTrading.com
Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
LCH-JSCC Basis in JPY Swaps
EUR/USD And Cross-Currency Basis Swap | Seeking Alpha
Cross currency opportunities: EUR spreads to outperform USD counterparts | Article | ING Think
Year-End Dollar Crunch Fears Show Up in Slumping Currency Swaps - Bloomberg
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
Credit Suisse Basis Points: Cross-Currency Basis Swaps
