Corporate use of interest rate swaps: Theory and evidence
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- Jermann, Urban J. & Yue, Vivian Z., 2013. "Interest rate swaps and corporate default," Working Paper Series 1590, European Central Bank.
- 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.
- Urban J. Jermann & Vivian Z. Yue, 2013. "Interest rate swaps and corporate default," International Finance Discussion Papers 1090, Board of Governors of the Federal Reserve System (U.S.).
- Chen Xiao & Yi Zhang & Zongfei Fu, 2016. "Valuing Interest Rate Swap Contracts in Uncertain Financial Market," Sustainability, MDPI, Open Access Journal, vol. 8(11), pages 1-10, November.
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- Chava, Sudheer & Purnanandam, Amiyatosh, 2007. "Determinants of the floating-to-fixed rate debt structure of firms," Journal of Financial Economics, Elsevier, vol. 85(3), pages 755-786, September.
- Urban J. Jermann & Vivian Z. Yue, 2014. "Interest Rate Swaps and Corporate Default," Emory Economics 1406, Department of Economics, Emory University (Atlanta).
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