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Author: | Bartram, S. |
Title: | The interest rate exposure of nonfinancial corporations |
Journal: | European Finance Review
2002 : VOL. 6:1, p. 101-125 |
Index terms: | Interest rates Risk management Corporate finance Capital markets |
Language: | eng |
Abstract: | The paper investigates the impact of interest rate risk on a large sample of nonfinancial corporations. It presents empirical evidence for the existence of linear and nonlinear exposures with regard to movements in various interest rate variables. |
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