DNB paper looks at Fed’s use of credit swap lines

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The Netherlands Bank

A working paper published by the Netherlands Bank uses central bank currency swap lines denominated in US dollars as a way of examining dislocations in the market for foreign currency swap markets since the financial crisis.  

In Central bank swap lines and CIP deviations, William Allen et al use data on a variety of swaps markets from March 2008 to January 2017. If three-month cross-currency basis swap spreads of the euro against the US dollar are non-zero, that indicates deviations from

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