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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018
Persistent link: https://www.econbiz.de/10011950510
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Idiosyncratic risk and debt maturity dispersion
Chu, Pyung Kun; Kjenstad, Einar C. - In: European financial management : the journal of the … 29 (2023) 3, pp. 930-952
Persistent link: https://www.econbiz.de/10014327837
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Intertemporal diversification of sub-sovereign debt
Knezevic, David - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 453-487
Persistent link: https://www.econbiz.de/10012219025
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Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis - In: Finance : revue de l'Association Française de Finance 40 (2019) 3, pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
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Term structure of loss cascades in portfolio securitisation
Overbeck, Ludger; Wagner, Christoph - In: Applied quantitative finance, (pp. 207-221). 2017
Persistent link: https://www.econbiz.de/10011794963
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Optimal debt management in a liquidity trap
Bouakez, Hafedh; Oikonomou, Rigas; Priftis, Romanos - In: Journal of economic dynamics & control 93 (2018), pp. 5-21
Persistent link: https://www.econbiz.de/10011974451
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Risk aversion and alloaction to long-term bonds
Wachter, Jessica - In: Journal of economic theory 112 (2003) 2, pp. 325-333
Persistent link: https://www.econbiz.de/10001811829
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Risk aversion and allocation to long-term bonds
Wachter, Jessica - 2002
Persistent link: https://www.econbiz.de/10001709777