create a website

Risk Transfer with Interest Rate Swaps. (2021). Haynes, Richard ; Sharma, Rajiv ; Baker, Lee ; Roberts, John ; Tuckman, Bruce.
In: Financial Markets, Institutions & Instruments.
RePEc:wly:finmar:v:30:y:2021:i:1:p:3-28.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 61

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Ruzzi, Dario ; Segura, Anatoli ; Bianchi, Michele Leonardo.
    In: Papers.
    RePEc:arx:papers:2412.15986.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abad, J., Aldasoro, I., Aymanns, C., D'Errico, M., Rousova, L., Hoffmann, P., Langfield, S., Neychev, M. & Roukny, T. (2016). Shedding Light on Dark Markets: First Insights from the New EU‐Wide OTC Derivatives Dataset. European Systemic Risk Board, Occasional Paper Series, September.
    Paper not yet in RePEc: Add citation now
  2. Anton, S., Toader, E. & Bogdan, F. (2016). Does Risk Management Using Derivatives Improve the Financial Performance of Pension Funds? Empirical Evidence from Romania. Transformations in Business & Economics 15(3C), 565–579.
    Paper not yet in RePEc: Add citation now

  3. Aretz, K. and Bartram, S. (2010). Corporate Hedging and Shareholder Value. Journal of Financial Reasearch 33(4), 317–371.

  4. Bank for International Settlements. (2018). Statistical release: OTC derivatives statistics at end‐June 2018. October 31, 1–11.
    Paper not yet in RePEc: Add citation now
  5. Bartram, S. (2017). Corporate Hedging and Speculation with Derivatives. Journal of Corporate Finance, in press.
    Paper not yet in RePEc: Add citation now

  6. Bartram, S., Brown, G. & Fehle, F. (2009). International Evidence on Financial Derivatives Usage. Financial Management, Spring, 185–206.

  7. Bartram, S., Brown, W. & Conrad, J. (2011). The Effect of Derivatives on Firm Risk and Value. Journal of Financial and Quantitative Analysis 46(4), 967–999.

  8. BB&T. (2018). Managing Interest Rate Risk with Swaps.
    Paper not yet in RePEc: Add citation now
  9. Begenau, J., Piazzesi, M. & Schneider, M. (2015). Banks’ Risk Exposures. Working paper.
    Paper not yet in RePEc: Add citation now
  10. Board of Governors of the Federal Reserve System. (2019). Financial Accounts of the United States: First Quarter 2019. June 6.
    Paper not yet in RePEc: Add citation now
  11. Bodnar, G., Giambona, E., Graham, J., Harvey, C. & Marston, R. (2013). Managing Risk Management. Working paper, December.
    Paper not yet in RePEc: Add citation now

  12. Brewer, E., Jackson, W. & Moser, J. (1996). Alligators in the Swamp: the Impact of Derivatives on the Financial Performance of Depository Institutions. Journal of Money, Credit, and Banking 28(3), 482–501.

  13. Brewer, E., Minton, B. & Moser, J. (2000). Interest Rate Derivatives and Bank Lending. Journal of Banking and Finance 24(3), 353–379.

  14. Campello, M., Lin, C., Ma, Y. & Zou, H. (2011). The Real and Financial Implications of Corporate Hedging. The Journal of Finance 66(5), October, 1615–1647.

  15. Capponi, A., Cheng, W. A., Giglio, S. & Haynes, R. (2017). The Collateral Rule: An Empirical Analysis of CDS Market. CFTC working paper, November.
    Paper not yet in RePEc: Add citation now

  16. Carter, D. & Sinkey, J. (1998). The Use of Interest Rate Derivatives by End‐Users: The Case of Large Community Banks. Journal of Financial Services Research 14(1), 17–34.

  17. Charumathi, B. & Kota, H. (2012). On the Determinants of Derivative Usage by Large Indian Non‐Financial Firms. Global Business Review 13(2), 251–267.
    Paper not yet in RePEc: Add citation now

  18. Chen, J. & King, T. (2014). Corporate Hedging and the Cost of Debt. Journal of Corporate Finance 29, 221–245.

  19. Chen, Y. (2011). Derivative Use and Risk Taking: Evidence from the Hedge Fund Industry. Journal of Financial and Quantitative Analysis 46, 1073–1106.

  20. Chernenko, S. & Faulkender, M. (2011). The Two Sides of Derivatives Usage: Hedging and Speculating with Interest Rate Swaps. Journal of Financial and Quantitative Analysis 46(6), 1727–1754.

  21. Deng, S., Elyasiani, E & Mao, C. (2017). Derivatives Hedging, Risk Allocation and the Cost of Debt: Evidence from Bank Holding Companies. The Quarterly Review of Economics and Finance 65, 114–127.

  22. Drechsler, I., Savov, A. & Schnabl, P. (2018). Banking on Deposits: Maturity Transformation Without Interest Rate Risk. Working paper, May.

  23. Faulkender, M. (2005). Hedging or Market Timing? Selecting the Interest Rate Exposure of Corporate Debt. Journal of Finance 60, 931–962.

  24. Fitch Ratings. (2017). The Annual Manual: U.S. Leveraged Finance Primer. May 31.
    Paper not yet in RePEc: Add citation now

  25. Gay, G. & Nam, J. (1998). The Underinvestment Problem and Corporate Derivatives Use. Financial Management 27, 53–69.

  26. Gay, G., Lin, C. & Smith, S. (2011). Corporate Derivatives Use and the Cost of Equity. Journal of Banking and Finance 35, 1491–1506.

  27. Giancarlo, J. C. (2018). Remarks of Chairman J. Christopher Giancarlo before Derivcon 2018, New York City, New York. February 1. Available at https://www.cftc.gov/PressRoom/SpeechesTestimony/opagiancarlo35.
    Paper not yet in RePEc: Add citation now
  28. Giancarlo, J. C., & Tuckman, B. (2018). Swaps Regulation Version 2.0. Commodity Futures Trading Commission White Paper, April 26.
    Paper not yet in RePEc: Add citation now
  29. Gomez, M., Landier, A., Sraer, D., & Thesmar, D. (2020). Banks’ Exposure to Interest Rate Risk and the Transmission of Monetary Policy. Journal of Monetary Economics, forthcoming.
    Paper not yet in RePEc: Add citation now
  30. Gorton, G., & Rosen, R. (1995). Banks and Derivatives. NBER Macroeconomics Annual 1995, Volume 10, B. Bernanke & J. Rotemberg, eds., MIT Press, January, 299–349.
    Paper not yet in RePEc: Add citation now

  31. Graham, J., & Rogers, D. (2002). Do Firms Hedge in Response to Tax Incentives? The Journal of Finance 57(2), 815–840.

  32. Guay, W. (1999). The Impact of Derivatives on Firm Risk: An Empirical Examination of New Derivatives Users. Journal of Accounting and Economics 26, 319–351.

  33. Guay, W., & Kothari, S. (2003). How Much Do Firms Hedge with Derivatives. Journal of Financial Economics 70, 423–461.
    Paper not yet in RePEc: Add citation now
  34. Gunther, J., & Siems, T. (2002). The Likelihood and Extent of Banks’ Involvement with Interest Rate Derivatives as End Users. Research in Finance 19, 125–142.
    Paper not yet in RePEc: Add citation now

  35. Harper, J., & Wingender, J. (2000). An Empirical Test of Agency Cost Reduction Using Interest Rate Swaps. Journal of Banking and Finance 24, 1419–1431.

  36. Haynes, R., & McPhail, L. (2017). The Liquidity of Credit Default Index Swap Networks. CFTC working paper, June.
    Paper not yet in RePEc: Add citation now

  37. Hentschel, L., & Kothari, S. (2001). Are Corporations Reducing or Taking Risks with Derivatives? Journal of Financial and Quantitative Analysis 36, 93–118.

  38. Hirtle, B. (1997). Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure. Journal of Financial Services Research 12(2/3), 243–266.

  39. Hoffmann, P., Langfield, S., Pierobon, F. & Vuillemey, G. (2018). Who Bears Interest Rate Risk? European Central Bank, Working Paper Series No. 2176, September.
    Paper not yet in RePEc: Add citation now
  40. Howton, S., & Perfect, S. (1998). Currency and Interest‐Rate Derivatives Use in US Firms. Financial Management 27(4), Winter, 111–121.
    Paper not yet in RePEc: Add citation now
  41. ISDA. (2009). Over 94% of the World's Largest Companies Use Derivatives to Help Manage Their Risks, According to ISDA Survey. News Release, April 23.
    Paper not yet in RePEc: Add citation now
  42. Khumawala, S., Ranasinghe, T., & Yan, C. (2016). Why Hedge? Extent, Nature, and Determinants of Derivative Usage in U.S. Municipalities. Journal of Accounting and Public Policy 35(3), 303–325.
    Paper not yet in RePEc: Add citation now
  43. Kim, S., & Koppenhaver, G. (1993). An Empirical Analysis of Bank Interest Rate Swaps. Journal of Financial Services Research 7(1), 57–72.
    Paper not yet in RePEc: Add citation now

  44. Li, H., & Mao, C. (2003). Corporate Use of Interest Rate Swaps: Theory and Evidence. Journal of Banking and Finance 27, 1511–1538.

  45. Li, S., & Marinc, M. (2014). The Use of Financial Derivatives and Risks of U.S. Bank Holding Companies. International Review of Financial Analysis 35, 46–71.

  46. Loomis Sayles. (2018). Bank Loans: Looking Beyond Interest Rate Expectations. May.
    Paper not yet in RePEc: Add citation now
  47. Mixon, S., & Onur, E. (2019). Risk Appetite and Intermediation by Swap Dealers. CFTC working paper.
    Paper not yet in RePEc: Add citation now

  48. Mixon, S., Onur, E., & Riggs, L. (2018). Integrating Swaps and Futures: A New Direction for Commodity Research. Journal of Commodity Markets 10, June, 3–21.

  49. Nguyen, Q., Kim, T., & Papanastassiou, M. (2018). Policy Uncertainty, Derivatives Use, and Firm‐Level FDI. Journal of International Business Studies, 49, 96–126.

  50. Office of Debt Management. (2019). Treasury Presentation to TBAC. U.S. Department of the Treasury, Fiscal Year 2019 Q1 Report.
    Paper not yet in RePEc: Add citation now

  51. Pedersen, L. (2015). Efficiently Inefficient: How Smart Money Invests and Market Prices are Determined. Princeton University Press, Princeton, New Jersey.

  52. Purnanandam, A. (2007). Interest Rate Derivatives at Commercial Banks: An Empirical Investigation, Journal of Monetary Economics 54,1769–1808.

  53. Riggs, L., Onur, E., Reiffen, D., & Zhu, Haoxiang. (2017). Mechanism Selection and Trade Formation on Swap Execution Facilities: Evidence from Index CDS. September 29.
    Paper not yet in RePEc: Add citation now
  54. Samant, A. (1996). An Empirical Study of Interest Rate Swap Usage by Nonfinancial Corporate Business. Journal of Financial Research 10, 43–57.
    Paper not yet in RePEc: Add citation now

  55. Simkins, B., & Rogers, D. (2006). Asymmetric Information and Credit Quality: Evidence from Synthetic Fixed‐Rate Financing. The Journal of Futures Markets 26(6), 595–626.

  56. Tuckman, B. (2013). Embedded Financing: The Unsung Virtue of Derivatives. The Journal of Derivatives, Fall, 73–82.
    Paper not yet in RePEc: Add citation now
  57. Tuckman, B., & Serrat, A. (2012). Fixed Income Securities: Tools for Today's Market, Third Edition, John Wiley & Sons, Inc., Hoboken, New Jersey.
    Paper not yet in RePEc: Add citation now
  58. Visvanathan, G. (1998). Who Uses Interest Rate Swaps? A Cross‐Sectional Analysis. Journal of Accounting, Auditing, and Finance 13(3), 173–200.
    Paper not yet in RePEc: Add citation now
  59. Wall, L., & Pringle, J. (1989). Alternative Explanations of Interest Rate Swaps: A Theoretical and Empirical Analysis. Financial Management 18(2), Summer, 59–73.
    Paper not yet in RePEc: Add citation now
  60. Wooldridge, P. (2016). Central Clearing Predominates in OTC Interest Rate Derivatives Markets. BIS Quarterly Review, 22–24, December.
    Paper not yet in RePEc: Add citation now

  61. Zhao, F., & Moser, J. (2017). Bank Lending and Interest‐Rate Derivatives. International Journal of Financial Research 8(4), 23–37.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Hedging Policies to Reduce Agency Costs in Brazil. (2022). Magnani, Vinicius Medeiros ; Antonio, Rafael Moreira ; Gatsios, Rafael Confetti ; Ambrozini, Marcelo Augusto.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:365-:d:889691.

    Full description at Econpapers || Download paper

  2. The impact of air pollution on the cost of debt financing: Evidence from the bond market. (2022). Chen, Yining ; Chan, Kam C ; Tan, Jianhua.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:31:y:2022:i:1:p:464-482.

    Full description at Econpapers || Download paper

  3. Rather complements than substitutes: Firm value effects of capital structure and financial hedging decisions. (2021). Stockl, Stefan ; Hang, Markus ; Geyerklingeberg, Jerome ; Rathgeber, Andreas W.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4895-4917.

    Full description at Econpapers || Download paper

  4. Corporate financial hedging and firm value: a meta-analysis. (2021). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:27:y:2021:i:6:p:461-485.

    Full description at Econpapers || Download paper

  5. Interaction effects of corporate hedging activities for a multi-risk exposure: evidence from a quasi-natural experiment. (2021). Hang, Markus ; Wichmann, Lena ; Geyer-Klingeberg, Jerome ; Alasseur, Clemence ; Rathgeber, Andreas W.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00909-6.

    Full description at Econpapers || Download paper

  6. Hedge Accounting and Firms’ Future Investment Spending. (2021). Mazzi, Francesco ; Hartlieb, Sven ; Eierle, Brigitte ; Kress, Andreas.
    In: Working Papers - Business.
    RePEc:frz:wpmmos:wp2021_01.rdf.

    Full description at Econpapers || Download paper

  7. Financial derivatives and firm value: What have we learned?. (2021). Boubaker, Sabri ; Mefteh-Wali, Salma ; Bachiller, Patricia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320300945.

    Full description at Econpapers || Download paper

  8. Mandatory governance reform and corporate risk management. (2021). Hutson, Elaine ; Hege, Ulrich ; Laing, Elaine.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000560.

    Full description at Econpapers || Download paper

  9. Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry. (2021). Markou, Panos ; Corsten, Daniel.
    In: Production and Operations Management.
    RePEc:bla:popmgt:v:30:y:2021:i:12:p:4635-4655.

    Full description at Econpapers || Download paper

  10. Do firms hedge in order to avoid financial distress costs? New empirical evidence using bank data. (2021). Posch, Peter N ; Hahnenstein, Lutz ; Kochling, Gerrit.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:48:y:2021:i:3-4:p:718-741.

    Full description at Econpapers || Download paper

  11. CSR permanency, family ownership, and firm value: Evidence from emerging economies. (2020). Baloch, Muhammad Saad ; Noor, Sana ; Awais, Muhammad ; Saeed, Abubakr.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:27:y:2020:i:5:p:2135-2149.

    Full description at Econpapers || Download paper

  12. On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers. (2020). Li, Yongjia ; Hong, Liu ; Xie, Kangzhen ; Yan, Claire J.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-019-00790-y.

    Full description at Econpapers || Download paper

  13. What Drives Derivatives: An Indian Perspective. (2020). Sahoo, Seshadev.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:134-:d:374901.

    Full description at Econpapers || Download paper

  14. Corporate risk exposures, disclosure, and derivatives use: A longitudinal study. (2019). Ren, Honglin ; Gay, Gerald D ; Emm, Ekaterina E.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:7:p:838-864.

    Full description at Econpapers || Download paper

  15. The Determinants of FX Derivatives Use : Empirical Evidence from Turkish Non-Financial Firms in BIST. (2019). Küçüksaraç, Doruk ; Akay, Mustafa ; Yilmaz, Muhammed Hasan ; Kucuksarac, Doruk.
    In: CBT Research Notes in Economics.
    RePEc:tcb:econot:1908.

    Full description at Econpapers || Download paper

  16. Corporate risk management practices and firm value in an emerging market: a mixed methods approach. (2019). Demirel, Pelin ; Danisman, Gamze Ozturk.
    In: Risk Management.
    RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0040-5.

    Full description at Econpapers || Download paper

  17. The economic consequences of business sustainability initiatives. (2019). Lau, Chee Kwong.
    In: Asia Pacific Journal of Management.
    RePEc:kap:asiapa:v:36:y:2019:i:4:d:10.1007_s10490-018-9623-7.

    Full description at Econpapers || Download paper

  18. A review of derivatives research in accounting and suggestions for future work. (2019). Pierce, Spencer R ; Mauler, Landon M ; Campbell, John L.
    In: Journal of Accounting Literature.
    RePEc:eee:joacli:v:42:y:2019:i:c:p:44-60.

    Full description at Econpapers || Download paper

  19. How does hedge designation impact the market’s perception of credit risk?. (2019). Saretto, Alessio ; Anbil, Sriya ; Tookes, Heather.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:41:y:2019:i:c:p:25-42.

    Full description at Econpapers || Download paper

  20. Does corporate hedging enhance shareholder value? A meta-analysis. (2019). Conlon, Thomas ; Huan, Xing ; Bessler, Wolfgang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:222-232.

    Full description at Econpapers || Download paper

  21. What drives financial hedging? A meta-regression analysis of corporate hedging determinants. (2019). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas W.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:203-221.

    Full description at Econpapers || Download paper

  22. Hedge accounting choice as exchange loss avoidance under financial crisis: Evidence from Brazil. (2019). Nakao, Silvio Hiroshi ; Sticca, Ralph Melles.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119302936.

    Full description at Econpapers || Download paper

  23. Corporate hedging and speculation with derivatives. (2019). Bartram, Söhnke.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:57:y:2019:i:c:p:9-34.

    Full description at Econpapers || Download paper

  24. Derivative accounting and financial reporting quality: A review of the literature. (2019). Hairston, Stephanie A ; Brooks, Marcus R.
    In: Advances in accounting.
    RePEc:eee:advacc:v:44:y:2019:i:c:p:81-94.

    Full description at Econpapers || Download paper

  25. The impact of mandatory governance changes on financial risk management. (2018). Hutson, Elaine ; Hege, Ulrich ; Laing, Elaine.
    In: TSE Working Papers.
    RePEc:tse:wpaper:32437.

    Full description at Econpapers || Download paper

  26. What do we really know about corporate hedging? A meta-analytical study. (2018). Hang, Markus ; Geyer-Klingeberg, Jerome ; Stockl, Stefan ; Walter, Matthias ; Rathgeber, Andreas W.
    In: Business Research.
    RePEc:spr:busres:v:11:y:2018:i:1:d:10.1007_s40685-017-0052-0.

    Full description at Econpapers || Download paper

  27. Real implications of corporate risk management: Evidence from U.S. oil producers. (2018). Dionne, Georges ; Mnasri, Mohamed.
    In: Working Papers.
    RePEc:ris:crcrmw:2018_005.

    Full description at Econpapers || Download paper

  28. Dynamic Corporate Risk Management: Motivations and Real Implications. (2018). Dionne, Georges ; Mnasri, Mohamed ; Gueyie, Jean-Pierre.
    In: Working Papers.
    RePEc:ris:crcrmw:2016_002.

    Full description at Econpapers || Download paper

  29. Policy uncertainty, derivatives use, and firm-level FDI. (2018). Nguyen, Quang ; Kim, Trang ; Papanastassiou, Marina.
    In: Journal of International Business Studies.
    RePEc:pal:jintbs:v:49:y:2018:i:1:d:10.1057_s41267-017-0090-z.

    Full description at Econpapers || Download paper

  30. Managing earnings risk under SFAS 133/IAS 39: the case of cash flow hedges. (2018). Frestad, Dennis.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0667-4.

    Full description at Econpapers || Download paper

  31. Dynamic corporate risk management: Motivations and real implications. (2018). Dionne, Georges ; Mnasri, Mohamed ; Gueyie, Jean-Pierre.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:97-111.

    Full description at Econpapers || Download paper

  32. Interest rate risk management and the mix of fixed and floating rate debt. (2018). Oberoi, Jaideep.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:86:y:2018:i:c:p:70-86.

    Full description at Econpapers || Download paper

  33. Stock options and credit default swaps in risk management. (2018). Gao, Simon ; Minhat, Marizah ; Al-Own, Bassam.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:200-214.

    Full description at Econpapers || Download paper

  34. ANALYSIS OF THE EFFECTS OF FINANCING AND RISK MANAGEMENT ON THE VALUE OF FIRMS LISTED ON THE BUCHAREST STOCK EXCHANGE. (2018). Tudose, Mihaela ; Rusu, Valentina.
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2018:v:2:p:44-58.

    Full description at Econpapers || Download paper

  35. Challenges in Applying Risk Management Concepts in Practice: A Perspective. (2018). Scordis, Nicos A ; Hofmann, Annette.
    In: Risk Management and Insurance Review.
    RePEc:bla:rmgtin:v:21:y:2018:i:2:p:309-333.

    Full description at Econpapers || Download paper

  36. Commodity Prices, Exchange Rates and Investment on Firms Value Mediated by Business Risk: A Case from Indonesian Stock Exchange. (2017). Risman, Asep ; Salim, Ubud ; Sumiati, Sumiati ; Indrawati, Nur Khusniyah.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xx:y:2017:i:3a:p:511-524.

    Full description at Econpapers || Download paper

  37. Exchange rate exposure of REITs. (2017). Ngo, Thanh.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:64:y:2017:i:c:p:249-258.

    Full description at Econpapers || Download paper

  38. An Examination of European Firms€™ Derivatives Usage: The Importance of Model Selection. (2017). Ryan, James ; O'Brien, Fergal ; Carroll, Anthony.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:4:p:648-690.

    Full description at Econpapers || Download paper

  39. TRANSFER PRICING AGGRESSIVENESS AND FINANCIAL DERIVATIVES PRACTICES: EMPIRICAL EVIDENCES FROM UNITED KINGDOM. (2016). Pereira, Samuel ; Santos, Ricardo ; Brando, Elisio.
    In: FEP Working Papers.
    RePEc:por:fepwps:583.

    Full description at Econpapers || Download paper

  40. Does Hedging with Derivatives Reduce the Markets Perception of Credit Risk?. (2016). Saretto, Alessio ; Anbil, Sriya ; Tookes, Heather.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-100.

    Full description at Econpapers || Download paper

  41. How corporate derivatives use impact firm performance?. (2016). Lau, Chee Kwong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:102-114.

    Full description at Econpapers || Download paper

  42. Bankers’ stock options, risk-taking and the financial crisis. (2016). Abdullah, Mazni ; Minhat, Marizah.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:22:y:2016:i:c:p:121-128.

    Full description at Econpapers || Download paper

  43. The economic effects of financial derivatives on corporate tax avoidance. (2015). Donohoe, Michael P..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:59:y:2015:i:1:p:1-24.

    Full description at Econpapers || Download paper

  44. Corporate Risk Management: Integrating Liquidity, Hedging, and Operating Policies. (2014). Gamba, Andrea ; Triantis, Alexander J.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:1:p:246-264.

    Full description at Econpapers || Download paper

  45. Determinants of corporate hedging: A (statistical) meta-analysis. (2014). Stockl, Stefan ; Arnold, Matthias M. ; Rathgeber, Andreas W..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:4:p:443-458.

    Full description at Econpapers || Download paper

  46. Foreign exchange exposure and multinationality. (2014). Hutson, Elaine ; Laing, Elaine.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:43:y:2014:i:c:p:97-113.

    Full description at Econpapers || Download paper

  47. Uncovering the asymmetric linkage between financial derivatives and firm value — The case of oil and gas exploration and production companies. (2014). Phan, Dinh ; faff, robert ; Nguyen, Hoa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:45:y:2014:i:c:p:340-352.

    Full description at Econpapers || Download paper

  48. The Maturity Structure of Corporate Hedging: the Case of the U.S. Oil and Gas Industry. (2013). Dionne, Georges ; Mnasri, Mohamed ; Gueyie, Jean-Pierre.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1337.

    Full description at Econpapers || Download paper

  49. How fair-value accounting can influence firm hedging. (2013). Beisland, Leif ; Frestad, Dennis.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:16:y:2013:i:2:p:193-217.

    Full description at Econpapers || Download paper

  50. Exchange rate exposure and the use of foreign currency derivatives in the Australian resources sector. (2012). Yip, Wing Hung ; Nguyen, Hoa.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:22:y:2012:i:4:p:151-167.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-06 01:30:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.