Items where Author is "Gerth, Florian"

Article

Ahelegbey, Daniel and Gerth, Florian and Ibhagui, Oyakhilome Wallace (2026) Dollar funding stress and the long-run structure of exchange rates. International Review of Financial Analysis, 118. p. 105338. DOI https://doi.org/10.1016/j.irfa.2026.105338

Ahelegbey, Daniel and Ibhagui, Oyakhilome Wallace and Gerth, Florian (2026) The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross-Currency Basis. Journal of Futures Markets, 46 (4). pp. 754-772. DOI https://doi.org/10.1002/fut.70081

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