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Three essays on corporate bonds and their impacts on firms' investment decisions
Fang, Ming - 2006
Persistent link: https://www.econbiz.de/10009267326
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Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
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Collateralized borrowing and increasing risk
Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333118
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Debt collateralization, capital structure, and maximal leverage
Gong, Feixue; Phelan, Gregory - In: Economic theory : official journal of the Society for … 70 (2020) 2, pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
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Synthetic leverage and fund risk-taking
Fricke, Daniel - 2021
Mutual fund risk-taking via active portfolio rebalancing varies both in the cross-section and over time. In this paper, I show that the same is true for funds' off- balance sheet risk-taking, even after controlling for on-balance sheet activities. For this purpose, I propose a novel measure of...
Persistent link: https://www.econbiz.de/10012489580
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Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki - 2008
Persistent link: https://www.econbiz.de/10003650951
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Credit risk assessment considering variations in exposure : application to commitment lines
Fujiwara, Shigeaki - In: Monetary and economic studies 27 (2009), pp. 171-194
Persistent link: https://www.econbiz.de/10003910140
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Leverage and default in binomial economies : a complete characterization
Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
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Prices and investment with collateral and default
Magill, Michael; Quinzii, Martine - 2014
collateral for loans, to study the effect of an unanticipated income shock when the economy is in a steady state equilibrium. We … focus on the consequence of default on loans when the value of the collateral falls below the value of the debt it secures …
Persistent link: https://www.econbiz.de/10010250542
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Default risk of money-market fund portfolios
Bansal, Matulya - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 43-71
Persistent link: https://www.econbiz.de/10011442549