Currency swaps, hedging, and the exchange of collateral
Tài liệu tham khảo
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Beidleman, 1985
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Campbell, 1991, Intermediation and the Market for Interest Rate Swaps, Journal of Financial Intermediation, 1, 362, 10.1016/1042-9573(91)90005-K
Eaker, 1987, Cross-Hedging Foreign Currency Risk, Journal of International Money and Finance, 6, 85, 10.1016/0261-5606(87)90015-5
Henderson, 1984, Termination of Swaps under US Insolvency Laws, International Financial Law Review, 26
Hull, 1987, Hedging the Risks from Writing Foreign Currency Options, Journal of International Money and Finance, 6, 131, 10.1016/0261-5606(87)90029-5
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Popper, 1987
1987
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