Manoir Assemblée Chêne 3m 6m basis swap porte bats toi Empire Inca
LIBOR Basis Swaps
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
The Endgame for Basis Swaps?
Basis Swap spreads: Euribor 3M Vs Euribor 6M, Euribor 6M Vs Euribor 12M... | Download Scientific Diagram
SDRFix Methodology
Cross currency opportunities: EUR spreads to outperform USD counterparts | Article | ING Think
In the land of two curves, and one price | Financial Times
Risk Rationalization of OTC Derivatives in SIFR (Secured Overnight Funding Rate) Transition: Evidence from Linear Interest Rate Derivatives
How to calculate the Fx Forward Points for 3M - Quantitative Finance Stack Exchange
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect