Debt maturity and the use of interest rate derivatives by non-financial firms
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Cited by:
- 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.
- Yuh‐Sheng Horng & Peihwang Wei, 1999. "An Empirical Study of Derivatives use in the REIT Industry," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(3), pages 561-586, September.
- John R. Graham & Daniel A. Rogers, 2002. "Do Firms Hedge in Response to Tax Incentives?," Journal of Finance, American Finance Association, vol. 57(2), pages 815-839, April.
- James Vickery, 2005. "How and why do small firms manage interest rate risk? Evidence from commercial loans," Staff Reports 215, Federal Reserve Bank of New York.
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Keywords
Derivative securities; Swaps (Finance);Statistics
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