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The role of interest rate swaps in corporate finance

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  • Anatoli Kuprianov

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  • Anatoli Kuprianov, 1994. "The role of interest rate swaps in corporate finance," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-68.
    • Handle: RePEc:fip:fedreq:y:1994:i:sum:p:49-68
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    References listed on IDEAS

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    1. Jan Loeys, 1985. "Interest rate swaps: a new tool for managing risk," Business Review, Federal Reserve Bank of Philadelphia, issue May/Jun, pages 17-25.
    2. Litzenberger, Robert H, 1992. "Swaps: Plain and Fanciful," Journal of Finance, American Finance Association, vol. 47(3), pages 831-850, July.
    3. 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.
    4. Sun, Tong-sheng & Sundaresan, Suresh & Wang, Ching, 1993. "Interest rate swaps: An empirical investigation," Journal of Financial Economics, Elsevier, vol. 34(1), pages 77-99, August.
    5. 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.
    6. Timothy Q. Cook & Robert K. LaRoche, 1993. "Instruments of the money market," Monograph, Federal Reserve Bank of Richmond, number 1993iotm.
    7. Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
    8. Marvin Goodfriend, 1998. "Eurodollars," Monograph, Federal Reserve Bank of Richmond, number 1998.
    9. Myers, Stewart C., 1977. "Determinants of corporate borrowing," Journal of Financial Economics, Elsevier, vol. 5(2), pages 147-175, November.
    10. Marcelle V. Arak & Arturo Estrella & Laurie Goodman & Andrew Silver, 1988. "Interest rate swaps: an alternative explanation," Research Paper 8811, Federal Reserve Bank of New York.
    11. Douglas W. Diamond, 1991. "Debt Maturity Structure and Liquidity Risk," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(3), pages 709-737.
    12. Vipul K. Bansal & James L. Bicksler & Andrew H. Chen & John F. Marshall, 1993. "Gains From Synthetic Financings With Interest Rate Swaps: Fact Or Fancy?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 6(3), pages 91-94, September.
    13. Miller, Merton H, 1977. "Debt and Taxes," Journal of Finance, American Finance Association, vol. 32(2), pages 261-275, May.
    14. Titman, Sheridan, 1992. "Interest Rate Swaps and Corporate Financing Choices," Journal of Finance, American Finance Association, vol. 47(4), pages 1503-1516, September.
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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. 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.
    3. 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.

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    Keywords

    Swaps (Finance); Corporations - Finance;

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