IDEAS home Printed from https://ideas.repec.org/p/fip/fednrp/8811.html
   My bibliography  Save this paper

Interest rate swaps: an alternative explanation

Author

Listed:
  • Marcelle V. Arak
  • Arturo Estrella
  • Laurie Goodman
  • Andrew Silver

Abstract

No abstract is available for this item.

Suggested Citation

  • 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.
    • Handle: RePEc:fip:fednrp:8811
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Samant, Ajay & Burnie, David & D'Mello, James, 1995. "Signaling effects of junk bond issuance: Has the interest rate swap age made a difference?," International Review of Financial Analysis, Elsevier, vol. 4(2-3), pages 155-167.
    2. 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.
    3. Goswami, Gautam & Shrikhande, Milind M., 1998. "Interest rate swaps and economic exposure," Global Finance Journal, Elsevier, vol. 9(1), pages 51-70.
    4. 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.
    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. Malhotra, D. K., 1998. "The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract -- an empirical investigation," Journal of Multinational Financial Management, Elsevier, vol. 8(1), pages 79-88, January.
    7. George W. Fenn & Mitchell A. Post & Steven A. Sharpe, 1996. "Debt maturity and the use of interest rate derivatives by non-financial firms," Finance and Economics Discussion Series 96-36, Board of Governors of the Federal Reserve System (U.S.).
    8. 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.
    9. Anatoli Kuprianov, 1994. "The role of interest rate swaps in corporate finance," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 49-68.
    10. Andrew H. Chen & Mohammed M. Chaudhury, 1996. "The Market Value and Dynamic Interest Rate Risk of Swaps," Center for Financial Institutions Working Papers 96-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
    11. Adam Kobor & Lishan Shi & Ivan Zelenko, 2005. "What Determines U.S. Swap Spreads?," World Bank Publications - Books, The World Bank Group, number 7272.
    12. Saunders, Kent T., 1999. "The interest rate swap: Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 5(1), pages 55-78, March.
    13. Gautam Goswami & Milind M. Shrikhande, 1997. "Interest rate swaps and economic exposure," FRB Atlanta Working Paper 97-6, Federal Reserve Bank of Atlanta.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fednrp:8811. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Gabriella Bucciarelli (email available below). General contact details of provider: https://edirc.repec.org/data/frbnyus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.