Interest rate swaps and corporate default

DOI10.1016/J.JEDC.2018.01.022zbMath1401.91540OpenAlexW2045529274MaRDI QIDQ1657208

Urban J. Jermann, Vivian Z. Yue

Publication date: 13 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/154023

zbMATH Keywords

interest rate swapscorporate defaultderivative usagefirm borrowing and investment

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• On the Nature of Capital Adjustment Costs
• Unnamed Item

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