![PDF] From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps | Semantic Scholar PDF] From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/e3dfcb89b1786517cd9de8579838637390be2e64/23-Figure2-1.png)
PDF] From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps | Semantic Scholar
![Trinh on Twitter: "You can see the widening of the KRW basis as signs of stress (if u don't know what cross currency basis is, don't fret, can explain later) and notice Trinh on Twitter: "You can see the widening of the KRW basis as signs of stress (if u don't know what cross currency basis is, don't fret, can explain later) and notice](https://pbs.twimg.com/media/EUg9jtcUEAE25KZ.jpg)
Trinh on Twitter: "You can see the widening of the KRW basis as signs of stress (if u don't know what cross currency basis is, don't fret, can explain later) and notice
![arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/PNrW9.png)
arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
![Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis | AnalystPrep - FRM Part 2 Study Notes Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis | AnalystPrep - FRM Part 2 Study Notes](https://analystprep.com/study-notes/wp-content/uploads/2020/03/Img_2-1.jpg)
Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis | AnalystPrep - FRM Part 2 Study Notes
![arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange](https://i.stack.imgur.com/l0yjk.png)