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Interest rate swaps: an alternative explanation

Author

Listed:
  • Marcelle Arak
  • Arturo Estrella
  • Laurie Goodman
  • Andrew Silver

Abstract

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Suggested Citation

  • Marcelle Arak & Arturo Estrella & Laurie Goodman & Andrew Silver, 1988. "Interest rate swaps: an alternative explanation," Research Paper 8811, Federal Reserve Bank of New York.
  • Handle: RePEc:fip:fednrp:8811
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    Citations

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    Cited by:

    1. Samant, Ajay & Burnie, David & D'Mello, James, 1995. "Signaling effects of junk bond issuance: Has the interest rate swap age made a difference?," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 155-167.
    2. Anatoli Kuprianov, 1994. "The role of interest rate swaps in corporate finance," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-68.
    3. Lang, Larry H. P. & Litzenberger, Robert H. & Luchuan Liu, Andy, 1998. "Determinants of interest rate swap spreads," Journal of Banking & Finance, Elsevier, vol. 22(12), pages 1507-1532, December.
    4. Andrew H. Chen & Mohammed M. Chaudhury, 1996. "The Market Value and Dynamic Interest Rate Risk of Swaps," Center for Financial Institutions Working Papers 96-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
    5. 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.
    6. Adam Kobor & Lishan Shi & Ivan Zelenko, 2005. "What Determines U.S. Swap Spreads?," World Bank Publications, The World Bank, number 7272.
    7. Malhotra, D. K., 1998. "The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract -- an empirical investigation," Journal of Multinational Financial Management, Elsevier, vol. 8(1), pages 79-88, January.
    8. Goswami, Gautam & Shrikhande, Milind M., 1998. "Interest rate swaps and economic exposure," Global Finance Journal, Elsevier, vol. 9(1), pages 51-70.
    9. Li, Haitao & Mao, Connie X., 2003. "Corporate use of interest rate swaps: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1511-1538, August.
    10. George W. Fenn & Mitchell A. Post & Steven A. Sharpe, 1996. "Debt maturity and the use of interest rate derivatives by non-financial firms," Finance and Economics Discussion Series 96-36, Board of Governors of the Federal Reserve System (U.S.).
    11. Saunders, Kent T., 1999. "The interest rate swap: Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 55-78, March.
    12. Jian Yang & David J. Leatham & Spencer A. Case, 2000. "The wealth effect of swap usage in the food processing industry," Agribusiness, John Wiley & Sons, Ltd., vol. 16(3), pages 367-379.
    13. Gautam Goswami & Milind M. Shrikhande, 1997. "Interest rate swaps and economic exposure," FRB Atlanta Working Paper 97-6, Federal Reserve Bank of Atlanta.

    More about this item

    Keywords

    Interest rates ; Money market ; Swaps (Finance);

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