Mario Pascoa

affiliation not provided to SSRN

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Dollar Shortage, Central Bank Actions, and the Cross Currency Basis

Number of pages: 47 Posted: 28 Oct 2012 Last Revised: 30 Oct 2012
Paris School of Economics (PSE), Wisconsin School of Business, affiliation not provided to SSRN and Columbia University - Columbia Business School, Finance
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Citation 15

Abstract:

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Euro-Dollar currency basis, the 2008 dollar squeeze, possession, canonical buy-sell arbitrage, central banks coordinated intervention, money markets, liquidity