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jsichalwe
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Posts: 1
Joined: June 4th, 2014, 2:02 pm

swap rates and interbank interest rate

February 28th, 2017, 1:52 pm

Where can I find papers from (Quantitative analysis point of view if possible)
1                    relationship between average swap rates and interbank interest rates. The influence FX swaps on the exchange rate.
2                    The relation of policy rates and Interbank rates
Any publication will be appreciated.
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