Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
Interest Rate Swaps - YouTube
The basic mechanics of FX swaps and cross-currency basis swaps
Using Bloomberg Tenor Basis Swap Spreads in Excel to calculate 1M USD Libor Forward Rates - Resources
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
Cross-Currency Basis: Year-End Outlook | Russell Investments