Debt Maturity, Risk, and Asymmetric Information
Year of publication: |
2005-10-01
|
---|---|
Authors: | Espinosa-Vega, Marco A ; Berger, Allen N. ; Miller, Nathan H. ; Frame, W. Scott |
Institutions: | International Monetary Fund (IMF) |
Subject: | Banks | Risk premium | Economic models | debt maturity | short-term debt | long-term debt | predictions | samples | probability | survey | statistics | equation | statistical significance | standard errors | dummy variable | dummy variables | debt maturities | reserve bank | empirical model | correlations | significance levels | probabilities | equations | standard deviations | public debt | statistical tests | sample mean | standard error | mathematical statistics | statistic | long term debt | number of regressors | prediction | correlation | maximum likelihood estimation | sample selection | random sample | instrumental variables | outliers | surveys | stock of debt | regression equation | random errors | statistically significant effect |
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