Modelling of Libor-Ois Basis
Risk Rationalization of OTC Derivatives in SIFR (Secured Overnight Funding Rate) Transition: Evidence from Linear Interest Rate Derivatives
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
Credit Suisse Basis Points: Cross-Currency Basis Swaps
In the land of two curves, and one price | Financial Times
SDRFix Methodology
Tenor basis spreads 1mv3m vs 3mv6m - Quantitative Finance Stack Exchange
![PDF] EURIBOR BASIS SWAP SPREADS:Estimating driving forces | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/b36c332c80e3b41c3ba83d8b18c5da91ca32b516/17-Figure2.3-1.png "PDF] EURIBOR BASIS SWAP SPREADS:Estimating driving forces | Semantic Scholar")
PDF] EURIBOR BASIS SWAP SPREADS:Estimating driving forces | Semantic Scholar
Basis Swap spreads: Euribor 3M Vs Euribor 6M, Euribor 6M Vs Euribor 12M... | Download Scientific Diagram
LIBOR Basis Swaps
Custom Basis Swap & Basis Swap Monitors Enhancement | Weekly Release 2/4/22
fx - Calculating Cross Currency basis swaps - Quantitative Finance Stack Exchange
Interest Rate - Resources
Using Bloomberg Tenor Basis Swap Spreads in Excel to calculate 1M USD Libor Forward Rates - Resources
EUR rates: Hidden gems: EUR 3s6s basis has tanked post QE – too much?
The Endgame for Basis Swaps?
Cross currency opportunities: EUR spreads to outperform USD counterparts | Article | ING Think
Macro Man: A Basis For Cross-border Re-leveraging
Quotes of fixed-to-floating swaps, 3M Ibor against 6M Ibor basis swaps,... | Download Scientific Diagram
Using Bloomberg Tenor Basis Swap Spreads in Excel to calculate 1M USD Libor Forward Rates - Resources
The Endgame for Basis Swaps?
