Value Swings in Cross-Currency Swaps. Why are there significantly larger swings in the value of a crosscurrency

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Value Swings in Cross-Currency Swaps. Why are there significantly larger swings in the value of a crosscurrency swap than there is in a plain-vanilla interest rate swap?

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Multinational Business Finance

ISBN: 9781292097879

14th Global Edition

Authors: David Eiteman, Arthur Stonehill, Michael Moffett

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