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Interest rate swaps: a review of the issues

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Author Info

  • Larry D. Wall
  • John J. Pringle

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Bibliographic Info

Article provided by Federal Reserve Bank of Atlanta in its journal Economic Review.

Volume (Year): (1988)
Issue (Month): Nov ()
Pages: 22-40

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Handle: RePEc:fip:fedaer:y:1988:i:nov:p:22-40

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Keywords: Swaps (Finance) ; Interest rates;

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Cited by:
  1. Timothy Q. Cook & Robert K. LaRoche (eds), 1993. "Instruments of the money market," Monograph, Federal Reserve Bank of Richmond, number 1993iotm.
  2. 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.
  3. Anatoli Kuprianov, 1993. "Over-the-counter interest rate derivatives," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 65-94.
  4. 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.
  5. Anatoli Kuprianov, 1998. "Over-the-counter interest rate derivatives," Monograph, Federal Reserve Bank of Richmond, number 1998cir.
  6. 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.
  7. 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.

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