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Over-the-counter interest rate derivatives

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  • Anatoli Kuprianov

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Suggested Citation

  • Anatoli Kuprianov, 1993. "Over-the-counter interest rate derivatives," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 65-94.
    • Handle: RePEc:fip:fedreq:y:1993:i:sum:p:65-94
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    File URL: https://www.richmondfed.org/-/media/RichmondFedOrg/publications/research/economic_quarterly/1993/summer/pdf/kupnov.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Peter A. Abken, 1991. "Globalization of stock, futures, and options markets," Economic Review, Federal Reserve Bank of Atlanta, issue Jul, pages 1-22.
    3. Katerina Simons, 1989. "Measuring credit risk in interest rate swaps," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-38.
    4. Michael Dotsey & Anatoli Kuprianov, 1990. "Reforming deposit insurance: lessons from the savings and loan crisis," Economic Review, Federal Reserve Bank of Richmond, vol. 76(Mar), pages 3-28.
    5. Clifford W. Smith & Charles W. Smithson & D. Sykes Wilford, 1989. "Managing Financial Risk," Journal of Applied Corporate Finance, Morgan Stanley, vol. 1(4), pages 27-48, January.
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    Cited by:

    1. 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.
    2. Dániel Béres, 2019. "Integrity of Financial Benchmarks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(1), pages 33-59.
    3. Jürgen Von Hagen & Ingo Fender, 1998. "Central Bank Policy in a More Perfect Financial System," Open Economies Review, Springer, vol. 9(1), pages 493-532, January.

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    Keywords

    Derivative securities;

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