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Volumn 5, Issue 1, 1999, Pages 55-78

The interest rate swap: Theory and evidence

Author keywords

Financial derivative; G30; Hedging; Interest rate exchange agreement; Interest rate swap

Indexed keywords


EID: 0043209831     PISSN: 09291199     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0929-1199(98)00017-0     Document Type: Article
Times cited : (14)

References (14)
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    • Bicksler J., Chen A.H. An economic analysis of interest rate swaps. Journal of Finance. 41:1986;645-655.
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    • Bicksler, J.1    Chen, A.H.2
  • 4
    • 44649197264 scopus 로고
    • Theory of the firm, managerial behavior, agency costs and ownership structure
    • Jensen M., Meckling W.H. Theory of the firm, managerial behavior, agency costs and ownership structure. Journal of Financial Economics. 3:1976;305-360.
    • (1976) Journal of Financial Economics , vol.3 , pp. 305-360
    • Jensen, M.1    Meckling, W.H.2
  • 5
    • 84977733537 scopus 로고
    • Free cash flow and stockholder gains in going private transactions
    • Lehn K., Poulsen A. Free cash flow and stockholder gains in going private transactions. Journal of Finance. 44:1989;771-787.
    • (1989) Journal of Finance , vol.44 , pp. 771-787
    • Lehn, K.1    Poulsen, A.2
  • 7
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    • Determinants of corporate borrowing
    • Myers S.C. Determinants of corporate borrowing. Journal of Financial Economics. 5:1977;147-176.
    • (1977) Journal of Financial Economics , vol.5 , pp. 147-176
    • Myers, S.C.1
  • 11
    • 84977722318 scopus 로고
    • Interest rate swaps and corporate financing choices
    • Titman S. Interest rate swaps and corporate financing choices. Journal of Finance. 47:1992;1503-1516.
    • (1992) Journal of Finance , vol.47 , pp. 1503-1516
    • Titman, S.1
  • 13
    • 0000131784 scopus 로고
    • Interest rate swaps in an agency theoretic model with uncertain interest rates
    • Wall L.D. Interest rate swaps in an agency theoretic model with uncertain interest rates. Journal of Banking and Finance. 13:1989;261-270.
    • (1989) Journal of Banking and Finance , vol.13 , pp. 261-270
    • Wall, L.D.1
  • 14
    • 0002074837 scopus 로고
    • Alternative explanations of interest rate swaps: A theoretical and empirical analysis
    • Wall L.D., Pringle J.J. Alternative explanations of interest rate swaps: A theoretical and empirical analysis. Financial Management. 18:1989;59-73.
    • (1989) Financial Management , vol.18 , pp. 59-73
    • Wall, L.D.1    Pringle, J.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.