From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of the Lehman Brothers Naohiko BabaFrank Packer 2009 Download “From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of the Lehman Brothers” Research Paper United States
The spillover of money market turbulence to FX swap and cross-currency swap markets Naohiko BabaFrank PackerTeppei Nagano March 2008 Download “The spillover of money market turbulence to FX swap and cross-currency swap markets” Research Paper United States
