Corporate use of interest rate swaps: Theory and evidence
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 27 (2003)
Issue (Month): 8 (August)
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Web page: http://www.elsevier.com/locate/jbf
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads,"
2010001, Sacred Heart University, John F. Welch College of Business.
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