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Alternate explanations of interest rate swaps

Author

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

Abstract

No abstract is available for this item.

Suggested Citation

  • John J. Pringle & Larry D. Wall, 1987. "Alternate explanations of interest rate swaps," Proceedings 154, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhpr:154
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    Citations

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    Cited by:

    1. Lai Fong Woon & Noor Azlinna Azizan & M. Fazilah Abdul Samad, 2011. "A Strategic Framework For Value Enhancing Enterprise Risk Management," Journal of Global Business and Economics, Global Research Agency, vol. 2(1), pages 23-47, January.
    2. Constantin Mellios, 2001. "La gestion des risques financiers par les entreprises : explications théoriques versus études théoriques," Working Papers 2001-9, Laboratoire Orléanais de Gestion - université d'Orléans.
    3. Monda, Barbara & Giorgino, Marco & Modolin, Ileana, 2013. "Rationales for Corporate Risk Management - A Critical Literature Review," MPRA Paper 45420, University Library of Munich, Germany.
    4. Jian Yang & George Davis & David Leatham, 2001. "Impact of interest rate swaps on corporate capital structure: an empirical investigation," Applied Financial Economics, Taylor & Francis Journals, vol. 11(1), pages 75-81.
    5. 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.
    6. Jun Liu & Francis A. Longstaff & Ravit E. Mandell, 2006. "The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2337-2360, September.
    7. Michael P. Ross., 1998. "Corporate Hedging: What, Why and How?," Research Program in Finance Working Papers RPF-280, University of California at Berkeley.
    8. Brown, Gregory W., 2001. "Managing foreign exchange risk with derivatives," Journal of Financial Economics, Elsevier, vol. 60(2-3), pages 401-448, May.
    9. José Rodrigues de Jesús & Luís Miranda da Rocha & Rui Couto Viana, 2001. "Avaliação de Pequenas e Médias Empresas e Gestão de Risco," FEP Working Papers 110, Universidade do Porto, Faculdade de Economia do Porto.
    10. Kim, Young Sang & Nam, Jouahn & Thornton Jr., John H., 2008. "The effect of managerial bonus plans on corporate derivatives usage," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 229-243, July.
    11. Venegas-Martínez, Francisco, 2014. "Entendiendo los mercados de swaps: Un enfoque de equilibrio general [Understanding Swaps Markets: A General Equilibrium Approach]," MPRA Paper 54848, University Library of Munich, Germany.
    12. Abhimanyu Sahoo & Seshadev Sahoo, 2020. "What Drives Derivatives: An Indian Perspective," JRFM, MDPI, vol. 13(6), pages 1-19, June.
    13. Constantin Mellios, 2003. "La gestion des risques financiers par les entreprises : explications théoriques versus études empiriques," Revue d'Économie Financière, Programme National Persée, vol. 72(3), pages 243-264.
    14. Joseph T.L. Ooi, 1999. "The debt maturity structure of UK property companies," Journal of Property Research, Taylor & Francis Journals, vol. 16(4), pages 293-307, January.

    More about this item

    Keywords

    Swaps (Finance); Interest rates;

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