Why are Firms Using Interest Rate Swaps to Time the Yield Curve?

Sergey Chernenko; Michael Faulkender; Todd Milbourn

doi:s://www.fdic.gov/

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Why are Firms Using Interest Rate Swaps to Time the Yield Curve?

10/10/2005
By Sergey Chernenko ; Michael Faulkender ; Todd Milbourn
Series: Center for Financial Research Working Paper
Research Publications

[PDF-2.06 MB]

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Alternative Title:

No. 2005-13
Publisher's site:

https://www.fdic.gov/
Personal Author:

Sergey Chernenko ; Michael Faulkender ; Todd Milbourn

Sergey Chernenko ; Michael Faulkender ; Todd Milbourn Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

63
Series:

Center for Financial Research Working Paper
Dataset Download URL:

https://www.fdic.gov/analysis/cfr/working-papers/2005/2005-13.pdf
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PDF
Main Document Checksum:

[+]

urn:sha256:691c1d02bdc39caf8a7152c5a14f1ffdde5279e3e704608f2297c3478cbf0375
Download URL:

https://archive.fdic.gov/view/fdic/12036/fdic_12036_DS1.pdf
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Why are Firms Using Interest Rate Swaps to Time the Yield Curve?

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