The Interest Rate Exposure of Nonfinancial Corporations

B-Tier
Journal: Review of Finance
Year: 2002
Volume: 6
Issue: 1
Pages: 101-125

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Many interest rates are as volatile as exchange rates and thus represent an equally important source of risk for corporations. While this is true not only for financial institutions, but for other corporations as well, little is known about the interest rateexposure of nonfinancial firms. Consequently, this 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 invarious interest rate variables. The interest rate exposure is empirically determinedbymeasures of firm liquidity, but not by financial leverage. JEL classification codes: G3, F4, F3

Technical Details

RePEc Handle
repec:oup:revfin:v:6:y:2002:i:1:p:101-125.
Journal Field
Finance
Author Count
1
Added to Database
2026-01-24