Over-the-counter interest rate derivatives
AbstractNo abstract is available for this item.
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Bibliographic InfoArticle provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly.
Volume (Year): (1993)
Issue (Month): Sum ()
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.:
- Katerina Simons, 1989. "Measuring credit risk in interest rate swaps," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-38.
- Peter A. Abken, 1991. "Globalization of stock, futures, and options markets," Economic Review, Federal Reserve Bank of Atlanta, issue Jul, pages 1-22.
- Larry D. Wall & John J. Pringle, 1988. "Interest rate swaps: a review of the issues," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 22-40.
- Clifford W. Smith & Charles W. Smithson & D. Sykes Wilford, 1989. "Managing Financial Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 1(4), pages 27-48.
- Michael Dotsey & Anatoli Kuprianov, 1990. "Reforming deposit insurance: lessons from the savings and loan crisis," Economic Review, Federal Reserve Bank of Richmond, issue Mar, pages 3-28.
- von Hagen, Jürgen & Fender, Ingo, 1998.
"Central bank policy in a more perfect financial system,"
ZEI Working Papers
B 03-1998, ZEI - Center for European Integration Studies, University of Bonn.
- JÃ¼rgen Von Hagen & Ingo Fender, 1998. "Central Bank Policy in a More Perfect Financial System," Open Economies Review, Springer, vol. 9(1), pages 493-532, January.
- 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.
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