References
- Aizenman , J. , Jinjarak , Y. and Park , D. 2011 . International reserves and swap lines: substitutes or complements? . International Review of Economics & Finance , 20 : 5 – 18 .
- Baba , N. and Packer , F. 2009 . From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers . Journal of International Money and Finance , 28 : 1350 – 74 .
- Baba , N. and Sakurai , Y. 2011 . When and how US dollar shortages evolved into the full crisis? Evidence from the cross-currency swap market . Journal of Banking & Finance , 35 : 1450 – 63 .
- Gallego , G. and Moon , I. 1993 . The distribution free newsboy problem: review and extensions . The Journal of the Operational Research Society , 44 : 825 – 34 .
- Gelber , D. 1986 . How currency swaps can help reduce risks – mechanics and case studies . European Management Journal , 4 : 211 – 14 .
- Goswami , G. , Nam , J. and Shrikhande , M. 2004 . Why do global firms use currency swaps? Theory and evidence . Journal of Multinational Financial Management , 14 : 315 – 34 .
- McBrady , M. and Schill , M. 2007 . Foreign currency-denominated borrowing in the absence of operating incentives . Journal of Financial Economics , 86 : 145 – 77 .
- Rodrik , D. 2006 . The social cost of foreign exchange reserves , Cambridge , MA : NBER . NBER Working Paper No. 11952
- Scarf , H. 1958 . “ A min-max solution of an inventory problem, in Studies in the Mathematical Theory of Inventory and Production ” . In The social cost of foreign exchange reserves , Edited by: Arrow , K. , Karlin , S. and Scarf , H. 201 – 9 . Stanford , CA : Stanford University Press .
- Takezawa , N. 1995 . Currency swaps and long-term covered interest parity . Economics Letters , 49 : 181 – 5 .