The Market for Interest Rate Swaps
Data up to Jan 2025
Total Citations Per Year
Abstract
References (19)
Determinants of corporate borrowing
1977 • 13,054 citations
The Determinants of Firms' Hedging Policies
1985 • 3,317 citations
On financial contracting
1979 • 3,013 citations
The pricing of commodity contracts
1976 • 2,931 citations
The relation between forward prices and futures prices
1981 • 770 citations
Corporate Insurance and the Underinvestment Problem
1987 • 360 citations
Stockholder, Manager, and Creditor Interests: Applications of Agency Theory
2000 • 281 citations
Forward contracts and futures contracts
1981 • 242 citations
A continuous time equilibrium model of forward prices and futures prices in a multigood economy
1981 • 235 citations
A theory of price limits in futures markets
1986 • 224 citations
A comparison of futures and forward prices
1983 • 169 citations
An Economic Analysis of Interest Rate Swaps
1986 • 148 citations
The valuation of floating-rate instruments
1986 • 123 citations
Appearance and reality in deposit insurance
1986 • 108 citations
DANGERS OF CAPITAL FORBEARANCE: THE CASE OF THE FSLIC AND “ZOMBIE” S&Ls
1987 • 102 citations
Swaps: A Zero Sum Game?
1987 • 76 citations
Market Incompleteness and Divergences Between Forward and Futures Interest Rates*
1980 • 54 citations
Pricing Mortgage Originations
1982 • 20 citations
Forward Exchange Price Determination in Continuous Time
1977 • 4 citations