The federal government’s use of interest rate swaps and currency swapsInterest rate swaps and currency swaps are contracts in which counterparties agree to exchange cash flows according to a pre-arranged formula over a period of time....
Interrelations among cross-currency basis swap spreads: pre-and post-crisis analysis... The influence of euro and swiss cross-currency swaps on other European cross-currency swaps generally increased after crisis; the swiss cross-currency swap became much more influential on all European cross-currency...
Revisiting currency swaps: hedging real estate investments in global city marketsPurpose: The purpose of this paper is to re-examine currency swaps as an effective hedging technique for individual asset performance in today’s global real estate market, by considering hypothetical prime office investments across...
Currency swaps and international real estate investmentThis paper examines the efficacy of currency swaps as a hedging mechanism for the exchange rate risk associated with foreign investment in real estate....
