Rutgers University and Southern Methodist University, respectively. The authors appreciate the valuable comments of Jim Gardner, George Hempel, Chun Lam and Helen Peters and the cooperation of PREBON for supplying the data analyzed in the paper.
An Economic Analysis of Interest Rate Swaps
Article first published online: 30 APR 2012
1986 The American Finance Association
The Journal of Finance
Volume 41, Issue 3, pages 645–655, July 1986
How to Cite
BICKSLER, J. and CHEN, A. H. (1986), An Economic Analysis of Interest Rate Swaps. The Journal of Finance, 41: 645–655. doi: 10.1111/j.1540-6261.1986.tb04527.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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