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Interest rate swaps in an agency theoretic model with uncertain interest rates
8 references·9 citing·43 second hop
Interest rate swaps in an agency theoretic model with uncertain interest rates (1989)Interest rate swaps in an agency theoreti…Swaps: A Zero Sum Game? (1987)Swaps: A Zero Sum Game?Capital Budgeting Practices of Twelve Large Manufacturers (1986)Capital Budgeting Practices o…An Economic Analysis of Interest Rate Swaps (1986)An Economic Analysis of Inter…The Determinants of Firms' Hedging Policies (1985)The Determinants of Firms' He…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…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…Corporate use of interest rate swaps: Theory and evidence (2002)Corporate use of interest rat…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…Default risk and derivative products (1996)Default risk and derivative p…An empirical study of interest rate swap usage by nonfinancial corporate business (1996)An empirical study of interes…Over-the-Counter Derivatives and Systemic Risk to the Global Financial System (1994)Over-the-Counter Derivatives …How risks are shared in interest rate swaps (1993)How risks are shared in inter…The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)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)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach (2004)The effect of Fed monetary policy regimes on the US interest rate swap spreads (2006)Volatility spillovers across international swap markets: The US, Japan, and the UK (2007)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)Insurance and Corporate Risk Management (1987)The Call, Sinking Fund, and Term-to-Maturity Features of Corporate Bonds: An Empirical Investigation (1991)Inflation Risk in Corporate Bonds (2014)SURVEY OF CAPITAL BUDGETING: THEORY AND PRACTICE (1970)A Survey of Capital Budgeting Techniques Used by Major U.S. Firms (1977)Equity issues and offering dilution (1986)Innovation and Bureaucracy Under Soft and Hard Budget Constraints (1998)Financial Management Techniques in Family Businesses (2000)Environmental Policy and Technological Change (2002)On financial contracting (1979)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)The Market for Interest Rate Swaps (1988)An empirical analysis of bank interest rate swaps (1993)The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads (2001)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
  • 1985The Determinants of Firms' Hedging Policies3,270 cited
  • 1985An analysis of secured debt675 cited
  • 1980A RATIONALE FOR DEBT MATURITY STRUCTURE AND CALL PROVISIONS IN THE AGENCY THEORETIC FRAMEWORK605 cited
  • 1978FUTURE INVESTMENT OPPORTUNITIES AND THE VALUE OF THE CALL PROVISION ON A BOND180 cited
  • 1986Capital Budgeting Practices of Twelve Large Manufacturers180 cited
  • 1986An Economic Analysis of Interest Rate Swaps153 cited
  • 1987Swaps: A Zero Sum Game?71 cited

Cited by

  • 1996Default risk and derivative products49 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
  • 1994Over-the-Counter Derivatives and Systemic Risk to the Global Financial System29 cited
  • 1993How risks are shared in interest rate swaps26 cited
  • 1999An Empirical Study of Derivatives use in the REIT Industry25 cited
  • 1999The interest rate swap: Theory and evidence22 cited

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1996
An empirical study of interest rate swap usage by nonfinancial corporate business
21 cited
  • 2002Corporate use of interest rate swaps: Theory and evidence19 cited