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Interest rate swaps: an alternative explanation

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Author Info

  • Marcelle Arak
  • Arturo Estrella
  • Laurie Goodman
  • Andrew Silver

Abstract

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Bibliographic Info

Paper provided by Federal Reserve Bank of New York in its series Research Paper with number 8811.

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Date of creation: 1988
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Handle: RePEc:fip:fednrp:8811

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Keywords: Interest rates ; Money market ; Swaps (Finance);

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Cited by:
  1. Gautam Goswami & Milind Shrikhande, 1997. "Interest rate swaps and economic exposure," Working Paper 97-6, Federal Reserve Bank of Atlanta.
  2. Saunders, Kent T., 1999. "The interest rate swap: Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 55-78, March.
  3. Anatoli Kuprianov, 1994. "The role of interest rate swaps in corporate finance," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-68.
  4. Andrew H. Chen & Mohammed M. Chaudhury, 1996. "The Market Value and Dynamic Interest Rate Risk of Swaps," Center for Financial Institutions Working Papers 96-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
  5. 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.
  6. Adam Kobor & Lishan Shi & Ivan Zelenko, 2005. "What Determines U.S. Swap Spreads?," World Bank Publications, The World Bank, number 7272.
  7. Samant, Ajay & Burnie, David & D'Mello, James, 1995. "Signaling effects of junk bond issuance: Has the interest rate swap age made a difference?," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 155-167.
  8. Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy, 1998. "Determinants of interest rate swap spreads," Journal of Banking & Finance, Elsevier, vol. 22(12), pages 1507-1532, December.
  9. 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.
  10. George W. Fenn & Mitch Post & Steven A. Sharpe, 1996. "Debt maturity and the use of interest rate derivatives by non-financial firms," Finance and Economics Discussion Series 96-36, Board of Governors of the Federal Reserve System (U.S.).
  11. Goswami, Gautam & Shrikhande, Milind M., 1998. "Interest rate swaps and economic exposure," Global Finance Journal, Elsevier, vol. 9(1), pages 51-70.
  12. Jian Yang & David J. Leatham & Spencer A. Case, 2000. "The wealth effect of swap usage in the food processing industry," Agribusiness, John Wiley & Sons, Ltd., vol. 16(3), pages 367-379.

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