Interest rate swaps and corporate default
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References listed on IDEAS
- repec:cup:jfinqa:v:46:y:2011:i:06:p:1727-1754_00 is not listed on IDEAS
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More about this item
Keywordscorporate default; debt pricing; Interest rate swaps; risk management; swap position;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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