Interest rate swaps: a review of the issues
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Bibliographic InfoArticle provided by Federal Reserve Bank of Atlanta in its journal Economic Review.
Volume (Year): (1988)
Issue (Month): Nov ()
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- Thomas Schroeder & Kwamie Dunbar, 2010.
"Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads,"
2010-05, University of Connecticut, Department of Economics.
- Schröder, Thomas & Dunbar, Kwamie, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working Papers 2010001, Sacred Heart University, John F. Welch College of Business.
- Yu, W. T. & Pang, W. K. & Li, L. K., 2004. "Borrowing cost reduction by interest rate swaps--an option pricing analysis," European Journal of Operational Research, Elsevier, vol. 154(3), pages 764-778, May.
- 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.
- Minton, Bernadette A., 1997. "An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps," Journal of Financial Economics, Elsevier, vol. 44(2), pages 251-277, May.
- Anatoli Kuprianov, 1993. "Over-the-counter interest rate derivatives," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 65-94.
- Anatoli Kuprianov, 1998. "Over-the-counter interest rate derivatives," Monograph, Federal Reserve Bank of Richmond, number 1998cir.
- Timothy Q. Cook & Robert K. LaRoche (eds), 1993. "Instruments of the money market," Monograph, Federal Reserve Bank of Richmond, number 1993iotm.
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