Effects of interest rate swaps
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References listed on IDEAS
- Santomero, Anthony M, 1983. " Fixed versus Variable Rate Loans," Journal of Finance, American Finance Association, vol. 38(5), pages 1363-1380, December.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Schröder, Thomas & Dunbar, Kwamie, 2010.
"Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads,"
2010001, Sacred Heart University, John F. Welch College of Business.
- Thomas Schroeder & Kwamie Dunbar, 2010. "Effectively Hedging the Interest Rate Risk of Wide Floating Rate Coupon Spreads," Working papers 2010-05, University of Connecticut, Department of Economics.
- 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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