Interest rate swaps and corporate default
type: Item
instance of: scholarly article
title: Interest rate swaps and corporate default
zbMATH Open document ID: 1401.91540
author: Urban J. Jermann
author: Vivian Z. Yue
publication date: 2018-08-13T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/154023
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 91G50
zbMATH DE Number: 6916828
zbMATH Keywords: interest rate swaps
zbMATH Keywords: corporate default
zbMATH Keywords: derivative usage
zbMATH Keywords: firm borrowing and investment
MaRDI profile type: Publication
OpenAlex ID: W2045529274
cites work: On the Nature of Capital Adjustment Costs
cites work: Q4794126
DOI: 10.1016/J.JEDC.2018.01.022
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6916828