Interest rate swaps: an alternative explanation
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Bibliographic InfoPaper provided by Federal Reserve Bank of New York in its series Research Paper with number 8811.
Date of creation: 1988
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- Adam Kobor & Lishan Shi & Ivan Zelenko, 2005. "What Determines U.S. Swap Spreads?," World Bank Publications, The World Bank, number 7272, March.
- Saunders, Kent T., 1999. "The interest rate swap: Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 55-78, March.
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- 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.
- Gautam Goswami & Milind Shrikhande, 1997. "Interest rate swaps and economic exposure," Working Paper 97-6, Federal Reserve Bank of Atlanta.
- 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.).
- 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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- Anatoli Kuprianov, 1994. "The role of interest rate swaps in corporate finance," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-68.
- 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.
- 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.
- 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.
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