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exchange rates, currency swaps, dollar funding
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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
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