Ahelegbey, Daniel Felix and Gerth, Florian and Ibhagui, Oyakhilome Wallace (2026) A network anatomy of cross-currency basis swap spreads: evidence from 25 currencies. The European Journal of Finance. pp. 1-27. DOI https://doi.org/10.1080/1351847x.2026.2723814
Ahelegbey, Daniel Felix and Gerth, Florian and Ibhagui, Oyakhilome Wallace (2026) A network anatomy of cross-currency basis swap spreads: evidence from 25 currencies. The European Journal of Finance. pp. 1-27. DOI https://doi.org/10.1080/1351847x.2026.2723814
Ahelegbey, Daniel Felix and Gerth, Florian and Ibhagui, Oyakhilome Wallace (2026) A network anatomy of cross-currency basis swap spreads: evidence from 25 currencies. The European Journal of Finance. pp. 1-27. DOI https://doi.org/10.1080/1351847x.2026.2723814
Abstract
| Item Type: | Article |
|---|---|
| Subjects: | Z Bibliography. Library Science. Information Resources > ZR Rights Retention |
| Divisions: | Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 01 Sep 2026 15:54 |
| Last Modified: | 01 Sep 2026 15:54 |
| URI: | http://repository.essex.ac.uk/id/eprint/43785 |
Available files
Filename: Network_Anatomy_of_Cross_Currency_Basis.pdf
Licence: Creative Commons: Attribution 4.0