Cross currency basis – what is it? And what are the implications? - Bond Vigilantes
Investigating the cross currency basis in EURUSD and EURGBP
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? Evidence from cross-currency basis swaps - ScienceDirect
Cross Currency Basis Swaps: Hedging FX in a Global Portfolio - DayTrading.com
Citi Bank
Covered Interest Rate Parity Lost: Understanding the Cross-Currency Basis | AnalystPrep - FRM Part 2 Study Notes