Of course having a divided government helps to fight against corruption! Just look at the Soviet Union: they had one party - Communist party - ruling everything, and corruption ran rampant. Having two different parties may not be a perfect solution, but at least they would watch each other and expose corruption cases they can find.
A divided government does help to fight corruption. In the case of one party rule if someone gets to the leader of the party then the whole system is already corrupted. In the case of having a divided government when one person gets corrupted it does not affect the whole government.