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Interest rate swaps: a review of the issues

Author

Listed:
  • John J. Pringle
  • Larry D. Wall

Abstract

No abstract is available for this item.

Suggested Citation

  • John J. Pringle & Larry D. Wall, 1988. "Interest rate swaps: a review of the issues," Economic Review, Federal Reserve Bank of Atlanta, issue Nov, pages 22-40.
    • Handle: RePEc:fip:fedaer:y:1988:i:nov:p:22-40
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    Cited by:

    1. Jouahn Nam & Jun Wang & Ge Zhang, 2008. "Managerial Career Concerns and Risk Management," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 785-809, September.
    2. 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.
    3. Timothy Q. Cook & Robert K. LaRoche, 1993. "Instruments of the money market," Monograph, Federal Reserve Bank of Richmond, number 1993iotm.
    4. Anatoli Kuprianov, 1998. "Over-the-counter interest rate derivatives," Monograph, Federal Reserve Bank of Richmond, number 1998cir.
    5. 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.
    6. Yu, W. T. & Pang, W. K. & Li, L. K., 2004. "Borrowing cost reduction by interest rate swaps--an option pricing analysis," European Journal of Operational Research, Elsevier, vol. 154(3), pages 764-778, May.
    7. Minton, Bernadette A., 1997. "An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps," Journal of Financial Economics, Elsevier, vol. 44(2), pages 251-277, May.
    8. Anatoli Kuprianov, 1993. "Over-the-counter interest rate derivatives," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 65-94.

    More about this item

    Keywords

    Swaps (Finance); Interest rates;

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