Interest rate swaps in an agency theoretic model with uncertain interest rates
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 13 (1989)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/locate/jbf
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- Balsam, Steven & Kim, Sungsoo, 2001. "Effects of interest rate swaps," Journal of Economics and Business, Elsevier, vol. 53(6), pages 547-562.
- Goswami, Gautam & Shrikhande, Milind M., 1998. "Interest rate swaps and economic exposure," Global Finance Journal, Elsevier, vol. 9(1), pages 51-70.
- Saunders, Kent T., 1999. "The interest rate swap: Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 55-78, March.
- Jian Yang & David J. Leatham & Spencer A. Case, 2000. "The wealth effect of swap usage in the food processing industry," Agribusiness, John Wiley & Sons, Ltd., vol. 16(3), pages 367-379.
- Harper, Joel T. & Wingender, John R., 2000. "An empirical test of agency cost reduction using interest rate swaps," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1419-1431, September.
- Li, Haitao & Mao, Connie X., 2003. "Corporate use of interest rate swaps: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1511-1538, August.
- Gautam Goswami & Milind Shrikhande, 1997. "Interest rate swaps and economic exposure," Working Paper 97-6, Federal Reserve Bank of Atlanta.
- Anatoli Kuprianov, 1994. "The role of interest rate swaps in corporate finance," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-68.
- George W. Fenn & Mitch Post & Steven A. Sharpe, 1996. "Debt maturity and the use of interest rate derivatives by non-financial firms," Finance and Economics Discussion Series 96-36, Board of Governors of the Federal Reserve System (U.S.).
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