IDEAS home Printed from https://ideas.repec.org/a/fip/fedreq/y1993isump65-94.html
   My bibliography  Save this article

Over-the-counter interest rate derivatives

Author

Listed:
  • Anatoli Kuprianov

Abstract

No abstract is available for this item.

Suggested Citation

  • Anatoli Kuprianov, 1993. "Over-the-counter interest rate derivatives," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 65-94.
  • Handle: RePEc:fip:fedreq:y:1993:i:sum:p:65-94
    as

    Download full text from publisher

    File URL: http://www.richmondfed.org/publications/research/economic_quarterly/1993/summer/pdf/kupnov.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. 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.
    2. Peter A. Abken, 1991. "Globalization of stock, futures, and options markets," Economic Review, Federal Reserve Bank of Atlanta, issue Jul, pages 1-22.
    3. Katerina Simons, 1989. "Measuring credit risk in interest rate swaps," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-38.
    4. 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.
    5. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jürgen 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.
    2. 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.

    More about this item

    Keywords

    Derivative securities;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedreq:y:1993:i:sum:p:65-94. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Pascasio). General contact details of provider: http://edirc.repec.org/data/frbrius.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.