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Effects of interest rate swaps

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  • Balsam, Steven
  • Kim, Sungsoo
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    File URL: http://www.sciencedirect.com/science/article/B6V7T-449V0W9-2/2/d78237e6a0cb88837df3448c4a4562f9
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Economics and Business.

    Volume (Year): 53 (2001)
    Issue (Month): 6 ()
    Pages: 547-562

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    Handle: RePEc:eee:jebusi:v:53:y:2001:i:6:p:547-562

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    Web page: http://www.elsevier.com/locate/jeconbus

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    References

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    1. Sheridan Titman, 1990. "Interest rate swaps and corporate financing choices," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
    2. Santomero, Anthony M, 1983. " Fixed versus Variable Rate Loans," Journal of Finance, American Finance Association, vol. 38(5), pages 1363-80, December.
    3. Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997. " Why Firms Use Currency Derivatives," Journal of Finance, American Finance Association, vol. 52(4), pages 1323-54, September.
    4. Wall, Larry D., 1989. "Interest rate swaps in an agency theoretic model with uncertain interest rates," Journal of Banking & Finance, Elsevier, vol. 13(2), pages 261-270, May.
    5. Litzenberger, Robert H, 1992. " Swaps: Plain and Fanciful," Journal of Finance, American Finance Association, vol. 47(3), pages 831-50, July.
    6. Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W, 1993. " On the Determinants of Corporate Hedging," Journal of Finance, American Finance Association, vol. 48(1), pages 267-84, March.
    7. Bicksler, James & Chen, Andrew H, 1986. " An Economic Analysis of Interest Rate Swaps," Journal of Finance, American Finance Association, vol. 41(3), pages 645-55, July.
    8. Collins, Daniel W. & Kothari, S. P., 1989. "An analysis of intertemporal and cross-sectional determinants of earnings response coefficients," Journal of Accounting and Economics, Elsevier, vol. 11(2-3), pages 143-181, July.
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    Cited by:
    1. Thomas Schroeder & Kwamie Dunbar, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers 2010-05, University of Connecticut, Department of Economics.

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