Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Year of publication: |
January 2018
|
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Authors: | Akhigbe, Aigbe O. ; 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
|
Subject: | Interest rate derivatives | Cash flow hedges | Mark-to-market adjustments | Incomplete information | Investors' limited attention | Theorie | Theory | Cash Flow | Cash flow | Derivat | Derivative | Hedging | Zinsderivat | Interest rate derivative | Unvollkommene Information |
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