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The Market for Interest Rate Swaps
16 references·8 citing·42 second hopsampled
The Market for Interest Rate Swaps (1988)The Market for Interest Rate SwapsStockholder, Manager, and Creditor Interests: Applications of Agency Theory (2000)Stockholder, Manager, and Cre…Swaps: A Zero Sum Game? (1987)Swaps: A Zero Sum Game?DANGERS OF CAPITAL FORBEARANCE: THE CASE OF THE FSLIC AND “ZOMBIE” S&Ls (1987)DANGERS OF CAPITAL FORBEARANC…Corporate Insurance and the Underinvestment Problem (1987)Corporate Insurance and the U…The valuation of floating-rate instruments (1986)The valuation of floating-rat…Appearance and reality in deposit insurance (1986)Appearance and reality in dep…An Economic Analysis of Interest Rate Swaps (1986)An Economic Analysis of Inter…A theory of price limits in futures markets (1986)A theory of price limits in f…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…A comparison of futures and forward prices (1983)A comparison of futures and f…The relation between forward prices and futures prices (1981)The relation between forward …Forward contracts and futures contracts (1981)Forward contracts and futures…A continuous time equilibrium model of forward prices and futures prices in a multigood economy (1981)A continuous time equilibrium…On financial contracting (1979)On financial contractingDeterminants of corporate borrowing (1977)Determinants of corporate bor…The pricing of commodity contracts (1976)The pricing of commodity cont…Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach (2004)Common risk factors in the U.…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…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 interest rate swap: Theory and evidence (1999)The interest rate swap: Theor…An Empirical Study of Derivatives use in the REIT Industry (1999)An Empirical Study of Derivat…Pricing of swaps with default risk (1998)Pricing of swaps with default…The Problem of Social Cost (1960)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)A Survey of Corporate Governance (1997)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Separation of Ownership and Control (1983)Altruism, agency, and the competitiveness of family firms (2002)Toward a Theory of Social Venture Franchising (2007)Corruption in public projects and megaprojects: There is an elephant in the room! (2016)An Intertemporal Capital Asset Pricing Model (1973)Martingales and arbitrage in multiperiod securities markets (1979)A Theory of the Term Structure of Interest Rates (1985)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)The Analytic Valuation of American Options (1990)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Dividend Policy, Growth, and the Valuation of Shares (1961)The Capital Structure Puzzle (1984)Theory of Rational Option Pricing (1973)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Pricing Interest-Rate-Derivative Securities (1990)A Jump-Diffusion Model for Option Pricing (2002)Theory of rational option pricing (2005)Evaluating Natural Resource Investments (1985)Price volatility, international market links, and their implications for regulatory policies (1989)Leverage and Market Stability: The Role of Margin Rules and Price Limits (1998)The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange (2003)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)A Simple Approach to the Valuation of Risky Streams (1978)Residual Risk, Trading Costs, and Commodity Futures Risk Premia: (1988)ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (2010)Optimal capital structure under corporate and personal taxation (1980)The investment opportunity set and corporate financing, dividend, and compensation policies (1992)Managerial incentives and risk-taking☆ (2005)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Expectations Models of Asset Prices: A Survey of Theory (1982)Tests of the martingale hypothesis for foreign currency futures with time-varying volatility (1987)Macroeconomic Influences and the Variability of the Commodity Futures Basis (1993)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)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1977Determinants of corporate borrowing13,160 cited
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1979On financial contracting2,901 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1981The relation between forward prices and futures prices740 cited
  • 1987Corporate Insurance and the Underinvestment Problem356 cited
  • 2000Stockholder, Manager, and Creditor Interests: Applications of Agency Theory284 cited
  • 1981Forward contracts and futures contracts234 cited
  • 1981A continuous time equilibrium model of forward prices and futures prices in a multigood economy224 cited
  • 1986A theory of price limits in futures markets211 cited
  • 1983A comparison of futures and forward prices164 cited
  • 1986An Economic Analysis of Interest Rate Swaps153 cited
  • 1987DANGERS OF CAPITAL FORBEARANCE: THE CASE OF THE FSLIC AND “ZOMBIE” S&Ls123 cited
  • 1986The valuation of floating-rate instruments114 cited
  • 1986Appearance and reality in deposit insurance107 cited
  • 1987Swaps: A Zero Sum Game?71 cited

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Cited by

  • 2001The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads68 cited
  • 1999Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaption Market47 cited
  • 2003Derivative activities and the risk of international banks: A market index and VaR approach41 cited
  • 2002The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads35 cited
  • 1998Pricing of swaps with default risk33 cited
  • 2004Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach27 cited
  • 1999An Empirical Study of Derivatives use in the REIT Industry25 cited
  • 1999The interest rate swap: Theory and evidence22 cited