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Volumn 10, Issue 1, 1996, Pages 43-57

An empirical study of interest rate swap usage by nonfinancial corporate business

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Indexed keywords


EID: 21344464184     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00120145     Document Type: Article
Times cited : (13)

References (21)
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  • 6
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    • Flannery, M.1
  • 8
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    • Evidence on the Impact of Agency Costs of Debt on Corporate Dividend Policy
    • June
    • Kim, Wi Saeng, and E.H. Sorensen. "Evidence on the Impact of Agency Costs of Debt on Corporate Dividend Policy." Journal of Financial and Quantitative Analysis (June 1986), 131-144.
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  • 9
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    • Presidential Address: Swaps: Plain and Fanciful
    • July
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    • Interest Rate Swaps: A New Tool for Managing Interest Rate Risk
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    • Loeys, J.G.1
  • 11
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    • The Call, Sinking Fund and Terms to Maturity Features of Corporate Bonds: An Empirical Investigation
    • June
    • Mitchell, Karlyn. "The Call, Sinking Fund and Terms to Maturity Features of Corporate Bonds: An Empirical Investigation." Journal of Financial and Quantitative Analysis (June 1991).
    • (1991) Journal of Financial and Quantitative Analysis
    • Mitchell, K.1
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    • Determinants of Corporate Borrowing
    • Myers, S.C. "Determinants of Corporate Borrowing." Journal of Financial Economics 5 (1977), 147-175.
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  • 14
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    • March
    • Nance, Deana R., Clifford W. Smith, and Charles W. Smithson. "On the Determinants of Corporate Hedging." Journal of Finance (March 1993), 267-284.
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  • 18
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    • All Equity Firms and the Balancing Theory of Capital Structure
    • Spring
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  • 20
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.