Revisiting the Comovement of Cross-Currency Basis and the Dollar: A Rolling Correlation Approach

Komla Agudze, Oyakhilome Ibhagui and Bolarinwa Thompson
The Journal of Investing April 2020, 29 (3) 89-107; DOI: https://doi.org/10.3905/joi.2020.1.123

Article Information

vol. 29 no. 3 89-107
DOI 
https://doi.org/10.3905/joi.2020.1.123
Published By 
Pageant Media Ltd
Print ISSN 
1068-0896
Online ISSN 
2168-8613
History 
  • Published online April 1, 2020.

Article Versions

Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Komla Agudze
    1. is a research affiliate and senior research fellow at Baum Tenpers Research in Lagos, Nigeria. (komlaa1992{at}gmail.com)
  2. Oyakhilome Ibhagui
    1. is a research affiliate and senior research fellow at Baum Tenpers Research in Lagos, Nigeria. (wallace{at}aims.ac.za)
  3. Bolarinwa Thompson
    1. is a senior research assistant at Baum Tenpers Research in Lagos, Nigeria and a PhD candidate at Obafemi Awolowo University in Ife, Nigeria. (info{at}baumtenpers.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
View Full Text
Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
Revisiting the Comovement of Cross-Currency Basis and the Dollar: A Rolling Correlation Approach
Komla Agudze, Oyakhilome Ibhagui, Bolarinwa Thompson
The Journal of Investing Mar 2020, 29 (3) 89-107; DOI: 10.3905/joi.2020.1.123
del.icio.us logo Digg logo Reddit logo Twitter logo CiteULike logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section

Similar Articles

Cited By...

  • No citing articles found.