Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Aigbe Akhigbe, Stephen Makar, Li Wang, Ann Marie Whyte
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Akhigbe, Aigbe ; Makar, Stephen D. ; Wang, Li ; Whyte, Ann Marie |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 86.2018, p. 113-126
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| Subject: | Interest rate derivatives | Cash flow hedges | Mark-to-market adjustments | Incomplete information | Investors' limited attention | Hedging | Cash Flow | Cash flow | Derivat | Derivative | Theorie | Theory | Zinsderivat | Interest rate derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011962425