Similar Search Results

The implied bail-in probability in the contingent convertible securities market

Kazato, Masayuki; Yamada, Tetsuya - 2018

Persistent link: https://www.econbiz.de/10013445615

Accelerated investment and credit risk under a low interest rate environment : a real options approach

Yamada, Tetsuya - 2010

Persistent link: https://www.econbiz.de/10003982618

Accelerated investment and credit risk under a flow interest rate environment : a real options approach

Yamada, Tetsuya - In: Monetary and economic studies 28 (2010), pp. 181-214

Persistent link: https://www.econbiz.de/10009405455

Accelerated investment and credit risk under a flow interest rate environment : a real options approach

Yamada, Tetsuya - In: Monetary and economic studies 28 (2010), pp. 181-214

Persistent link: https://www.econbiz.de/10009935117

Dynamic model of credit risk in relationship lending : a game-theoretic real options approach

Shibata, Takashi; Yamada, Tetsuya - 2009

Persistent link: https://www.econbiz.de/10003822409

Dynamic model of credit risk in relationship lending : a game-theoretic real options approach

Shibata, Takashi; Yamada, Tetsuya - In: Monetary and economic studies 27 (2009), pp. 195-218

Persistent link: https://www.econbiz.de/10003910141

Search for alternatives and collaboration with incumbents: two-sided sourcing behavior in business markets

Kim, Stephen Keysuk; Yamada, Tetsuya; Kim, Hyunchul - In: Decision sciences : DS 39 (2008) 1, pp. 85-114

Persistent link: https://www.econbiz.de/10003704396

Market liquidity and systemic risk in government bond markets : a network analysis and agent-based model approach

Sakiyama, Toshiyuki; Yamada, Tetsuya - 2016

Persistent link: https://www.econbiz.de/10011554974

Accelerated Investment and Credit Risk under a Low Interest Rate Environment: A Real Options Approach

Yamada, Tetsuya - In: Monetary and Economic Studies 28 (2010) November, pp. 181-214

Empirical studies have found that a low interest rate environment accelerates firmsf investment and debt financing, leading to subsequent balance-sheet problems in many countries in recent years. We examine the mechanism whereby firmsf debt financing and investment become more accelerated and...

Persistent link: https://www.econbiz.de/10010754443

Dynamic model of credit risk in relationship lending : a game-theoretic real options approach

Shibata, Takashi; Yamada, Tetsuya - In: Monetary and economic studies 27 (2009), pp. 195-218

Persistent link: https://www.econbiz.de/10009935107