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Effects of interest rate swaps

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  • Balsam, Steven
  • Kim, Sungsoo

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  • Balsam, Steven & Kim, Sungsoo, 2001. "Effects of interest rate swaps," Journal of Economics and Business, Elsevier, vol. 53(6), pages 547-562.
    • Handle: RePEc:eee:jebusi:v:53:y:2001:i:6:p:547-562
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    References listed on IDEAS

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    1. Nance, Deana R & Smith, Clifford W, Jr & Smithson, Charles W, 1993. "On the Determinants of Corporate Hedging," Journal of Finance, American Finance Association, vol. 48(1), pages 267-284, March.
    2. Titman, Sheridan, 1992. "Interest Rate Swaps and Corporate Financing Choices," Journal of Finance, American Finance Association, vol. 47(4), pages 1503-1516, September.
    3. Litzenberger, Robert H, 1992. "Swaps: Plain and Fanciful," Journal of Finance, American Finance Association, vol. 47(3), pages 831-850, July.
    4. Collins, Daniel W. & Kothari, S. P., 1989. "An analysis of intertemporal and cross-sectional determinants of earnings response coefficients," Journal of Accounting and Economics, Elsevier, vol. 11(2-3), pages 143-181, July.
    5. Wall, Larry D., 1989. "Interest rate swaps in an agency theoretic model with uncertain interest rates," Journal of Banking & Finance, Elsevier, vol. 13(2), pages 261-270, May.
    6. Geczy, Christopher & Minton, Bernadette A & Schrand, Catherine, 1997. "Why Firms Use Currency Derivatives," Journal of Finance, American Finance Association, vol. 52(4), pages 1323-1354, September.
    7. Bicksler, James & Chen, Andrew H, 1986. "An Economic Analysis of Interest Rate Swaps," Journal of Finance, American Finance Association, vol. 41(3), pages 645-655, July.
    8. 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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    Cited by:

    1. Chen Xiao & Yi Zhang & Zongfei Fu, 2016. "Valuing Interest Rate Swap Contracts in Uncertain Financial Market," Sustainability, MDPI, vol. 8(11), pages 1-10, November.
    2. Schröder, Thomas & Dunbar, Kwamie, 2011. "Effectively hedging the interest rate risk of wide floating-rate coupon spreads," Journal of Risk Management in Financial Institutions, Henry Stewart Publications, vol. 4(2), pages 162-179, March.

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