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Dealer financial conditions and lender-of-last-resort facilities

Acharya, Viral V.; Fleming, Michael J.; Hrung, Warren B.; … - In: Journal of financial economics 123 (2017) 1, pp. 81-107

Persistent link: https://www.econbiz.de/10011725183

When does strategic debt service matter?

Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002

Persistent link: https://www.econbiz.de/10001710110

Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy

Acharya, Viral V.; Carpenter, Jennifer N. - In: The review of financial studies 15 (2002) 5, pp. 1355-1383

Persistent link: https://www.econbiz.de/10001718711

Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy

Acharya, Viral V. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700287

When does strategic debt service matter?

Acharya, Viral V.; Huang, Jing-Zhi; Subrahmanyam, Marti G. - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700356

Understanding the recovery rates on defaulted securities

Acharya, Viral V.; Bharath, Sreedhar T.; Srinivasan, Anand - 2003

Persistent link: https://www.econbiz.de/10001829765

On the capital-structure implications of bankruptcy codes

Acharya, Viral V. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001996404

Cross-country variations in capital structures : the role of bankruptcy codes

Acharya, Viral V.; John, Kose; Sundaram, Rangarajan K. - 2005

Persistent link: https://www.econbiz.de/10002659598

Understanding the recovery rates on defaulted securities

Acharya, Viral V. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001845288

Rollover risk and market freezes

Acharya, Viral V.; Gale, Douglas; Yorulmazer, Tanju - 2010

"The crisis of 2007-09 has been characterized by a sudden freeze in the market for short-term, secured borrowing. We present a model that can explain a sudden collapse in the amount that can be borrowed against finitely-lived assets with little credit risk. The borrowing in this model takes the...

Persistent link: https://www.econbiz.de/10003931359