20th Street and Constitution Avenue NW
Washington, DC 20551
Federal Reserve Board
in Total Papers Downloads
exchange rates, currency swaps, dollar funding
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Counterparty Credit Risk, Credit Default Swaps, Central Clearing
Counterparty credit risk, Credit default swaps, Central clearing
local currency, sovereign debt, currency swaps
Local currency, sovereign debt, currency swaps
local currency debt, bond betas, inflation cyclicality, bond risk premia, monetary policy commitment
Heteroskedasticity, serial correlation, robust inference, missing data
exchange rates, bank leverage, cross-currency basis
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.456 seconds