SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Alternative Explanations of Interest Rate Swaps: A Theoretical and Empirical Analysis
7 references·16 citing·46 second hop
Alternative Explanations of Interest Rate Swaps: A Theoretical and Empirical Analysis (1989)Alternative Explanations of Interest Rate…Corporate Insurance and the Underinvestment Problem (1987)Corporate Insurance and the U…Callable Bonds: A Risk-Reducing Signalling Mechanism (1986)Callable Bonds: A Risk-Reduci…An Economic Analysis of Interest Rate Swaps (1986)An Economic Analysis of Inter…An analysis of secured debt (1985)An analysis of secured debtA RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK (1980)A RATIONALE FOR DEBT MATURITY…FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND (1978)FUTURE INVESTMENT OPPORTUNITI…Determinants of corporate borrowing (1977)Determinants of corporate bor…Late payment prediction models for fair allocation of customer contact lists to call center agents (2016)Late payment prediction model…Enterprise Risk Management and Default Risk: Evidence from the Banking Industry (2016)Enterprise Risk Management an…Managing foreign exchange risk with derivatives in UK non-financial firms (2012)Managing foreign exchange ris…The components of interest rate swap spreads: Theory and international evidence (2003)The components of interest ra…Derivative activities and the risk of international banks: A market index and VaR approach (2003)Derivative activities and the…The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2002)The Market Price of Credit Ri…Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market (2001)Throwing away a billion dolla…The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2001)The Market Price of Credit Ri…Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaption Market (1999)Throwing Away a Billion Dolla…The debt maturity structure of UK property companies (1999)The debt maturity structure o…Financial engineering in Islamic finance (1999)Financial engineering in Isla…Who Uses Interest Rate Swaps? a Cross-Sectional Analysis (1998)Who Uses Interest Rate Swaps?…Derivatives regulation: Implications for central banks (1997)Derivatives regulation: Impli…Default risk and derivative products (1996)Default risk and derivative p…Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks (1994)Deposit insurance, market dis…An empirical analysis of bank interest rate swaps (1993)An empirical analysis of bank…The Pricing of Options and Corporate Liabilities (1973)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank moral hazard and the introduction of official deposit insurance in Canada (2003)Nontraditional activities and bank efficiency revisited: a distributional analysis for Spanish financial institutions (2003)Diversification, Fee Income, and Credit Union Risk (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Moral Hazard and Observability (1979)The Call, Sinking Fund, and Term-to-Maturity Features of Corporate Bonds: An Empirical Investigation (1991)Determinants of the call option on corporate bonds (1992)THE DEBT MATURITY CHOICE: AN EMPIRICAL INVESTIGATION (1993)Corporate financing and investment decisions when firms have information that investors do not have (1984)Collateral, loan quality and bank risk (1990)Covenants and Collateral as Incentives to Monitor (1995)Lending Relationships and Loan Contract Terms (2008)The pricing of commodity contracts (1976)An Analysis of Variable Rate Loan Contracts (1980)The Default Risk of Swaps (1991)Interest Rate Swaps and Corporate Financing Choices (1992)The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks* (2006)The Problem of Social Cost (1960)An Equilibrium Analysis of Debt Financing Under Costly Tax Arbitrage and Agency Problems (1981)Insurance and Corporate Risk Management (1987)Inflation Risk in Corporate Bonds (2014)The Determinants of Firms' Hedging Policies (1985)On the Corporate Demand for Directors' and Officers' Insurance (1997)Information effect of entry into credit ratings market: The case of insurers' ratings (2012)The Relationship Between Insurance and Economic Development: 85 Empirical Papers for a Review of the Literature (2012)The effects of corporate governance on firms’ credit ratings (2006)Handbook of the Economics of Finance (2013)How enterprise risk management (erm) can affect on short-term and long-term firm performance: evidence from the Iranian banking system (2019)Investigating the Impact of Corporate Social Responsibility (CSR) on Risk Management Practices (2020)Mandatory corporate ESG disclosure and default risk – Evidence from China (2024)Theory of Rational Option Pricing (1973)Guaranteed Annuity Options (2003)Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets (2003)The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (2003)Theory of rational option pricing (2005)Brownian Motion and Stochastic Calculus (2007)Debt Maturity and the Effects of Growth Opportunities and Liquidity Risk on Leverage (2003)Executive Compensation and the Maturity Structure of Corporate Debt (2010)Running for the Exit? International Bank Lending During a Financial Crisis (2012)
this work references cited by second hop

References

  • 1977Determinants of corporate borrowing13,160 cited
  • 1985An analysis of secured debt675 cited
  • 1980A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK605 cited
  • 1987Corporate Insurance and the Underinvestment Problem356 cited
  • 1978FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND180 cited
  • 1986An Economic Analysis of Interest Rate Swaps153 cited
  • 1986Callable Bonds: A Risk-Reducing Signalling Mechanism88 cited

Cited by

  • 2001Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market104 cited
  • 1994Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks86 cited
  • 2016Enterprise Risk Management and Default Risk: Evidence from the Banking Industry85 cited
  • 1998Who Uses Interest Rate Swaps? a Cross-Sectional Analysis73 cited
  • 1993An empirical analysis of bank interest rate swaps70 cited
  • 2001The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads68 cited
  • 1999Financial engineering in Islamic finance50 cited
  • 1996Default risk and derivative products

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

49 cited
  • 1999Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaption Market47 cited
  • 2003The components of interest rate swap spreads: Theory and international evidence46 cited
  • 2003Derivative activities and the risk of international banks: A market index and VaR approach41 cited
  • 2016Late payment prediction models for fair allocation of customer contact lists to call center agents39 cited
  • 1997Derivatives regulation: Implications for central banks36 cited
  • 2012Managing foreign exchange risk with derivatives in UK non-financial firms35 cited
  • 2002The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads35 cited
  • 1999The debt maturity structure of UK property companies33 cited