← Search Journal of Finance Vol. 46 No. 2 1991 The Default Risk of Swaps Ian A. Cooper; Antonio S. Mello DOI10.2307/2328838 Volume46 Issue2 Pages597 Sources semanticscholar openalex crossref Cite APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓