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Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1090 November[removed]Interest Rate Swaps and Corporate Default
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Document Date: 2013-11-21 14:28:15

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City

Rochester / /

Country

United States / /

Currency

USD / /

Facility

Johns Hopkins University / Columbia University / University of Pennsylvania / /

IndustryTerm

closed form solution / /

Organization

European Central Bank / Columbia University / the University of Pennsylvania / Johns Hopkins University / Federal Reserve Board / Wharton School / Board of Governors of the Federal Reserve System International Finance Discussion Papers Number / NYU / NBER Vivian Z. Yue Board of Governors of the Federal Reserve System NOTE / US Federal Reserve / Board of Governors / /

Person

Xiaoji Lin / Gomes / Vivian Z. Yue / Chernenko / Michael Faulkender / Suresh Sundaresan / Adrien Verdelhan / /

Position

author / See Marshall / writer / /

ProvinceOrState

Pennsylvania / /

Technology

1.1 Technology / /

URL

www.federalreserve.gov/pubs/ifdp / www.ssrn.com / /

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