Reference health
How risks are shared in interest rate swaps
9/9 checkable references clean · checked 2026-09-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
17 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 9 checked references that resolve
resolves10.1111/j.1540-6261.1986.tb04560.x
A Note on the Local Expectations Hypothesis: A Discrete‐Time Exposition
resolves10.1016/0378-4266(89)90064-2
Interest rate swaps in an agency theoretic model with uncertain interest rates
The 17 references without a DOI — listed, not checked
no DOI — not checkedAbken, Peter A. “Valuing Default-Risky Interest Rate Caps: A Monte Carlo Approach.” Working Paper, the Federal Reserve Bank of Atlanta, March 1990.
no DOI — not checkedCooper, Ian A., and Mello, Antonio S. “Default Spreads in the Fixed and Floating Interest Rate Markets: A Contingent Claims Approach.” In Fabozzi, Frank, ed.,Recent Developments in Options, Greenwich, CT: JAI Press, 1988.
no DOI — not checkedCunningham, Daniel P., and Rogers, William P., Jr. “Netting is the Law.” In:Advanced Swaps and Derivative Financial Products. New York: The Practicing Law Institute, 1991.
no DOI — not checked“F.D.I.C. Statement on Bank of New England.”The New York Times, January 7, 1991, p. D8.
no DOI — not checkedISDA.Code of Standard Wording, Assumptions and Provisions for Swaps. New York: International Swap Dealers Association, 1986.
no DOI — not checkedISDA.Interest Rate Swap Agreement. New York: International Swap Dealers Association, 1987a.
no DOI — not checkedISDA.User's Guide to the Standard Form Agreements. New York: International Swap Dealers Association, 1987b.
no DOI — not checkedKnight, Jerry. “‘Too Big’ Policy Eased Loss at Bank of New England; Fed Orchestrated $35 Billion Liquidation.”The Washington Post, June 19, 1991, p. B1.
no DOI — not checkedKopprasch, Robert, Macfarlane, John, Ross, Daniel R., and Showers, Janet. “The Interest Rate Swap Market: Yield Mathematics, Terminology, and Conventions. Copyright 1985 by Salomon Brothers, Inc., reprinted in Fabozzi, Frank J. and Pollack, Irving M., eds.The Handbook of Fixed Income Securities Homewood, IL: Dow-Jones-Irwin, 1987.
no DOI — not checkedLipin, Stephen, and Power, William. “‘Derivatives’ Draw Warning from Regulators.”The Wall Street Journal, March 25, 1992, p. C1.
no DOI — not checkedLoeys, Jan G. “Interest Rate Swaps: A New Tool for Managing Risk.”Business Review (May/June 1985), 17–25.
no DOI — not checkedMiller, Merton H. “Debt and Taxes.”The Journal of Finance 32 (May 1977), 261–275.
no DOI — not checkedScholes, Myron, and Wolfson, Mar. “The Effects of Repackaging Ownership Rights On International Tax Rules: The Case of Withholding Taxes.” Working Paper, Graduate School of Business, Stanford University, October 1990.
no DOI — not checkedSmith, Clifford W., Jr., and Smithson, Charles, W., and Wakeman, Lee McDonald. “The Market for Interest Rate Swaps.”Midland Corporate Finance Journal 3 (1986), 34–44, reprinted in Smith, Clifford, W., Jr., and Smithson, Charles W.The Handbook of Financial Engineering. New York: Harper Business, 1990.
no DOI — not checkedSundaresan, Suresh. “Valuation of Swaps.” Working Paper, Columbia University, June 1989.
no DOI — not checkedTitman, Sheridan. “Interest Rate Swaps and Corporate Financing Choices” Working Paper, Graduate School of Management, UCLA, September, 1990.
no DOI — not checkedTucker, Scot. “Interest Rate Swaps and the 1990 Amendments to the United States Bankruptcy Code: A Measure of Certainty within Swap Market Contracts.”Utah Law Review (Summer 1991), 581–615.
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