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Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis | AnalystPrep - FRM Part 2 Study Notes
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arbitrage - Why were cross-currency swap basis so close to zero before the financial crisis? - Quantitative Finance Stack Exchange
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Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
![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_1-1.jpg)