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Lines of credit and relationship lending in small firm finance
Loukil, Sahar; Jarboui, Anis - In: International journal of behavioural accounting and … 5 (2015) 3/4, pp. 314-333
Persistent link: https://www.econbiz.de/10011550144
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The zero leverage effect on firm financial constraints
Alnamlah, Abdullah; Hassn, M. Kabir; Uddin, Mohammed Mohi - In: Quarterly journal of finance & accounting : QJFA 60 (2022) 3/4, pp. 147-188
Persistent link: https://www.econbiz.de/10014316081
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Moral hazard, collateral and liquidity
Acharya, Viral V. (contributor); Viswanathan, S. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003638333
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Moral hazard, collateral and liquidity
Acharya, Viral V.; Viswanathan, S. - 2008
Persistent link: https://www.econbiz.de/10003640583
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Patent collateral and access to debt
Bracht, Felix; Czarnitzki, Dirk - 2022 - This version: August 3, 2022
between borrowers and lenders, we quantify the value of using patents as collateral with regard to capital access. Although … patent collateral and access to capital. We make use of mandatory collateral registry data in Sweden and the Netherlands to …-in-difference regressions on firms' debt allows deducting treatment effects of using patents as collateral. We find that patent pledging enables …
Persistent link: https://www.econbiz.de/10013346735
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Collateral values and corporate employment
Ersahin, Nuri; Irani, Rustom M. - 2015
Persistent link: https://www.econbiz.de/10011455226
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The commitment problem of secured lending
Fabbri, Daniela; Menichini, Anna Maria - In: Journal of financial economics 120 (2016) 3, pp. 561-584
Persistent link: https://www.econbiz.de/10011590262
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Dynamic debt runs
He, Zhiguo; Xiong, Wei - 2009
Persistent link: https://www.econbiz.de/10003901605
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Dynamic debt runs
He, Zhiguo; Xiong, Wei - In: The review of financial studies 25 (2012) 6, pp. 1799-1843
Persistent link: https://www.econbiz.de/10009571752
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Dynamic Debt Runs
He, Zhiguo - 2009
We develop a dynamic model of debt runs on a firm, which invests in an illiquid asset by rolling over staggered short-term debt contracts. We derive a unique threshold equilibrium, in which creditors coordinate their asynchronous rollover decisions based on the firm's publicly observable and...
Persistent link: https://www.econbiz.de/10013155020