Senay Agca
Personal Details
First Name: | Senay |
Middle Name: | |
Last Name: | Agca |
Suffix: | |
RePEc Short-ID: | pag157 |
| |
http://home.gwu.edu/~sagca/ | |
Affiliation
School of Business
George Washington University
Washington, District of Columbia (United States)http://www.business.gwu.edu/
RePEc:edi:sbpgwus (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Senay Agca & Gianni De Nicolò & Enrica Detragiache, 2015. "Financial reforms, financial openness, and corporate debt maturity: International evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(2), pages 61-75, June.
- Ağca, Şenay & De Nicolò, Gianni & Detragiache, Enrica, 2013. "Banking sector reforms and corporate leverage in emerging markets," Emerging Markets Review, Elsevier, vol. 17(C), pages 125-149.
- Ağca, Şenay & Celasun, Oya, 2012. "Sovereign debt and corporate borrowing costs in emerging markets," Journal of International Economics, Elsevier, vol. 88(1), pages 198-208.
- Senay Agca & Oya Celasun, 2012. "Banking Sector Reforms and Corporate Borrowing Costs in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S4), pages 71-95, November.
- Agca, Senay & Mozumdar, Abon, 2008. "The impact of capital market imperfections on investment-cash flow sensitivity," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 207-216, February.
- Senay Agca, 2007. "The immunisation performance of minimum M-square portfolios," International Journal of Revenue Management, Inderscience Enterprises Ltd, vol. 1(4), pages 327-345.
- Agca, Senay, 2005. "The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(3), pages 645-669, September.
- Senay Ağca & Don Chance, 2004. "Two extensions for fitting discrete time term structure models with normally distributed factors," Applied Mathematical Finance, Taylor & Francis Journals, vol. 11(3), pages 187-205.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Senay Agca & Gianni De Nicolò & Enrica Detragiache, 2015.
"Financial reforms, financial openness, and corporate debt maturity: International evidence,"
Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 15(2), pages 61-75, June.
Cited by:
- Luís A.V. Catão & Daniel Marcel te Kaat, 2018.
"Capital Account Liberalization and the Composition of Bank Liabilities,"
Working Papers REM
2018/53, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Catão, Luís A.V. & te Kaat, Daniel Marcel, 2021. "Capital account liberalization and the composition of bank liabilities," Journal of International Money and Finance, Elsevier, vol. 116(C).
- Si, Deng-Kui & Wang, Meng & Ding, Hui, 2023. "Capital account liberalization and corporate maturity mismatch: The role of bank competition," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Thomas Flavin & Thomas O'Connor, 2013.
"The effects of ownership structure on corporate financing decisions: Evidence from stock market liberalization,"
Economics Department Working Paper Series
n235-13.pdf, Department of Economics, National University of Ireland - Maynooth.
- Thomas O'Connor & Thomas Flavin, 2013. "The Effects of Ownership Structure on Corporate Financing Decisions: Evidence from Stock Market Liberalization," International Review of Finance, International Review of Finance Ltd., vol. 13(3), pages 383-405, September.
- Martin Schmitz, 2009.
"Financial Reforms and Capital Flows to Emerging Europe,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp278, IIIS.
- Martin Schmitz, 2011. "Financial reforms and capital flows to emerging Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(4), pages 579-605, November.
- Ćehajić, Aida & Košak, Marko, 2021. "Macroprudential measures and developments in bank funding costs," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Lanau, Sergi, 2011. "Domestic financial regulation and external borrowing," Bank of England working papers 429, Bank of England.
- Luís A.V. Catão & Daniel Marcel te Kaat, 2018.
"Capital Account Liberalization and the Composition of Bank Liabilities,"
Working Papers REM
2018/53, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Ağca, Şenay & De Nicolò, Gianni & Detragiache, Enrica, 2013.
"Banking sector reforms and corporate leverage in emerging markets,"
Emerging Markets Review, Elsevier, vol. 17(C), pages 125-149.
Cited by:
- Nagano, Mamoru, 2016. "The bank–firm relationship during economic transition: The impacts on bank performance in emerging economies," Emerging Markets Review, Elsevier, vol. 28(C), pages 117-139.
- Bolaji Tunde Matemilola & Bany-Ariffin A. N. & Annuar Md. Nassir, 2018. "Interaction Effects of Country-Level Governance Quality and Debt on Stock Returns in Developing Nations," Capital Markets Review, Malaysian Finance Association, vol. 26(1), pages 19-35.
- Matemilola, Bolaji Tunde & Bany-Ariffin, A.N. & Azman-Saini, W.N.W. & Nassir, Annuar Md, 2019. "Impact of institutional quality on the capital structure of firms in developing countries," Emerging Markets Review, Elsevier, vol. 39(C), pages 175-209.
- Ripamonti, Alexandre, 2020. "Financial institutions, asymmetric information and capital structure adjustments," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 75-83.
- Vithessonthi, Chaiporn, 2016. "Deflation, bank credit growth, and non-performing loans: Evidence from Japan," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 295-305.
- Shaikh, Aijaz A. & Glavee-Geo, Richard & Karjaluoto, Heikki, 2017. "Exploring the nexus between financial sector reforms and the emergence of digital banking culture – Evidences from a developing country," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1030-1039.
- Giuliana Birindelli & Graziella Bonanno & Stefano Dell'Atti & Antonia Patrizia Iannuzzi, 2022. "Climate change commitment, credit risk and the country's environmental performance: Empirical evidence from a sample of international banks," Business Strategy and the Environment, Wiley Blackwell, vol. 31(4), pages 1641-1655, May.
- Iwasaki, Ichiro & 岩﨑, 一郎 & Kočenda, Evžen & Shida, Yoshisada, 2021.
"Distressed Acquisitions Evidence from European Emerging Markets,"
RRC Working Paper Series
90, Russian Research Center, Institute of Economic Research, Hitotsubashi University.
- Ichiro Iwasaki & Evžen Kocenda & Yoshisada Shida, 2021. "Distressed Acquisitions: Evidence from European Emerging Markets," CESifo Working Paper Series 9026, CESifo.
- Ichiro Iwasaki & Evzen Kocenda & Yoshisada Shida, 2020. "Distressed Acquisitions Evidence from European Emerging Markets," KIER Working Papers 1031, Kyoto University, Institute of Economic Research.
- Iwasaki, Ichiro & Kočenda, Evžen & Shida, Yoshisada, 2021. "Distressed acquisitions: Evidence from European emerging markets," Journal of Comparative Economics, Elsevier, vol. 49(4), pages 962-990.
- Yung, Kenneth & Li, DeQing Diane & Jian, Yi, 2015. "The value of corporate financial flexibility in emerging countries," Journal of Multinational Financial Management, Elsevier, vol. 32, pages 25-41.
- Jin, Ming & Liu, Jinshan & Chen, Zhongfei, 2022. "Impacts of social trust on corporate leverage: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 505-521.
- Chaiporn Vithessonthi, 2016.
"Consequences of Bank Loan Growth: Evidence from Asia,"
PIER Discussion Papers
19, Puey Ungphakorn Institute for Economic Research.
- Vithessonthi, Chaiporn, 2023. "The consequences of bank loan growth: Evidence from Asia," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 252-270.
- Lai, Xiaobing & Yue, Shujing & Guo, Chong & Zhang, Xinhe, 2023. "Does FinTech reduce corporate excess leverage? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 281-299.
- Ağca, Şenay & Celasun, Oya, 2012.
"Sovereign debt and corporate borrowing costs in emerging markets,"
Journal of International Economics, Elsevier, vol. 88(1), pages 198-208.
Cited by:
- Sèna Kimm Gnangnon & Jean-François Brun, 2020. "Tax reform and fiscal space in developing countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 237-265, June.
- Mohapatra,Sanket & Nose,Manabu & Ratha,Dilip K., 2016. "Impacts of sovereign rating on sub-sovereign bond ratings in emerging and developing economies," Policy Research Working Paper Series 7618, The World Bank.
- Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2013.
"Tweets, Google trends and sovereign spreads in the GIIPS,"
LSE Research Online Documents on Economics
54405, London School of Economics and Political Science, LSE Library.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2013. "Tweets, Google Trends and Sovereign Spreads in the GIIPS," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 78, Hellenic Observatory, LSE.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015. "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 406-432.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2014. "Tweets, Google Trends and Sovereign Spreads in the GIIPS," Discussion Paper Series 2014_04, Department of Economics, University of Macedonia, revised Jun 2014.
- Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021.
"The Credit Composition of Global Liquidity,"
MAGKS Papers on Economics
202115, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2020. "The credit composition of global liquidity," University of Göttingen Working Papers in Economics 409, University of Goettingen, Department of Economics.
- Hale, Galina & Bevilaqua, Julia & Tallman, Eric, 2020.
"Corporate Yields and Sovereign Yields,"
CEPR Discussion Papers
14344, C.E.P.R. Discussion Papers.
- Julia Bevilaqua & Galina B. Hale & Eric Tallman, 2019. "Corporate Yields and Sovereign Yields," NBER Chapters, in: NBER International Seminar on Macroeconomics 2019, National Bureau of Economic Research, Inc.
- Julia Bevilaqua & Galina Hale & Eric Tallman, 2019. "Corporate Yields and Sovereign Yields," Working Paper Series 2019-23, Federal Reserve Bank of San Francisco.
- Bevilaqua, Julia & Hale, Galina B. & Tallman, Eric, 2020. "Corporate yields and sovereign yields," Journal of International Economics, Elsevier, vol. 124(C).
- Garay, Urbi & González, Maximiliano & Rosso, John, 2019. "Country and industry effects in corporate bond spreads in emerging markets," Journal of Business Research, Elsevier, vol. 102(C), pages 191-200.
- Alexandra Horobet & Lucian Belascu & Ștefania Cristina Curea & Alma Pentescu, 2019. "Ownership Concentration and Performance Recovery Patterns in the European Union," Sustainability, MDPI, vol. 11(4), pages 1-31, February.
- Fan, Jianyong & Liu, Yu & Zhang, Qi & Zhao, Peng, 2022. "Does government debt impede firm innovation? Evidence from the rise of LGFVs in China," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Carolina Correa-Caro & Leandro Medina & Marcos Poplawski-Ribeiro & Bennett Sutton, 2021. "Fiscal Stimulus and Firms’ Sales and Capital Expenditure During the Global Financial Crisis," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 489-535, September.
- Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco, 2023. "Bond issuance and the funding choices of European banks: The consequences of public debt," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Wang, Yabin & Wu, Sharon Xiaohui, 2023. "Local guarantees and SOE bond pricing in China," China Economic Review, Elsevier, vol. 78(C).
- Hideaki Matsuoka, 2022.
"Debt Intolerance: Threshold Level and Composition,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 894-932, August.
- Matsuoka,Hideaki, 2020. "Debt Intolerance : Threshold Level and Composition," Policy Research Working Paper Series 9276, The World Bank.
- Hideaki Matsuoka, 2020. "Debt intolerance: Threshold level and composition," Working Papers e147, Tokyo Center for Economic Research.
- Hideaki Matsuoka, 2020. "Debt intolerance: Threshold level and composition," Working Papers on Central Bank Communication 014, University of Tokyo, Graduate School of Economics.
- Klein, Christian & Stellner, Christoph, 2014. "Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads," Review of Financial Economics, Elsevier, vol. 23(2), pages 64-74.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019.
"Corporate debt, firm size and financial fragility in emerging markets,"
Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019. "Corporate Debt, Firm Size and Financial Fragility in Emerging Markets," NBER Working Papers 25459, National Bureau of Economic Research, Inc.
- Eisl, Andreas, 2017. "Explaining variation in public debt: A quantitative analysis of the effects of governance," MaxPo Discussion Paper Series 17/1, Max Planck Sciences Po Center on Coping with Instability in Market Societies (MaxPo).
- Leo Kaas & Jan Mellert & Almuth Scholl, 2016.
"Sovereign and private default risks over the business cycle,"
Working Paper Series of the Department of Economics, University of Konstanz
2016-09, Department of Economics, University of Konstanz.
- Kaas, Leo & Mellert, Jan & Scholl, Almuth, 2020. "Sovereign and private default risks over the business cycle," Journal of International Economics, Elsevier, vol. 123(C).
- Scholl, Almuth & Kaas, Leo & Meller, Jan, 2016. "Sovereign and Private Default Risks over the Business Cycle," VfS Annual Conference 2016 (Augsburg): Demographic Change 145958, Verein für Socialpolitik / German Economic Association.
- Siwińska-Gorzelak Joanna & Brzozowski Michał, 2018. "Sovereign default and the structure of private external debt," Central European Economic Journal, Sciendo, vol. 5(52), pages 1-9, January.
- Istvan Konya & Franklin Maduko, 2018. "Interest premium and external position: a time varying approach," CERS-IE WORKING PAPERS 1829, Institute of Economics, Centre for Economic and Regional Studies.
- Yi Huang & Marco Pagano & Ugo Panizza, 2017.
"Local Crowding Out in China,"
EIEF Working Papers Series
1707, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2019.
- Yi Huang & Marco Pagano & Ug Panizza, 2016. "Local Crowding Out in China," CSEF Working Papers 450, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 05 Feb 2019.
- Huang, Yi & Pagano, Marco & Panizza, Ugo, 2019. "Local crowding out in China," CFS Working Paper Series 632, Center for Financial Studies (CFS).
- Yi Huang & Marco Pagano & Ugo Panizza, 2020. "Local Crowding‐Out in China," Journal of Finance, American Finance Association, vol. 75(6), pages 2855-2898, December.
- Panizza, Ugo & Pagano, Marco & Huang, Yi, 2016. "Local Crowding Out in China," CEPR Discussion Papers 11489, C.E.P.R. Discussion Papers.
- Konya, Istvan & Maduko, Franklin, 2020. "Interest premium and external position: A state dependent approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
- Andreas Eisl, 2017. "Explaining Variation in Public Debt," SciencePo Working papers Main hal-02187805, HAL.
- Chatterjee, Pratiti, 2024. "Uncertainty shocks, financial frictions, and business cycle asymmetries across countries," European Economic Review, Elsevier, vol. 162(C).
- Delong Li & Mr. Nicolas E Magud & Alejandro M. Werner & Samantha Witte, 2021.
"The Long-Run Impact of Sovereign Yields on Corporate Yields in Emerging Markets,"
IMF Working Papers
2021/155, International Monetary Fund.
- Li, Delong & Magud, Nicolas E. & Werner, Alejandro, 2023. "The long-run impact of sovereign yields on corporate yields in emerging markets," Journal of International Money and Finance, Elsevier, vol. 130(C).
- Viral V. Acharya & Raghuram Rajan & Jack Shim, 2020.
"When is Debt Odious? A Theory of Repression and Growth Traps,"
NBER Working Papers
27221, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Raghuram G. Rajan & Jack B. Shim, 2020. "When is Debt Odious? A Theory of Repression and Growth Traps," Working Papers 2020-18, Becker Friedman Institute for Research In Economics.
- Andreas Eisl, 2017. "Explaining Variation in Public Debt," Working Papers hal-02187805, HAL.
- Ağca, Şenay & Igan, Deniz, 2019. "Fiscal consolidations and the cost of credit," Journal of International Economics, Elsevier, vol. 120(C), pages 84-108.
- Carolina Correa-Caro & Leandro Medina & Mr. Marcos Poplawski Ribeiro & Mr. Bennett W Sutton, 2018. "Fiscal Stimulus Impact on Firms' Profitability During the Global Financial Crisis," IMF Working Papers 2018/251, International Monetary Fund.
- Andreasen, Eugenia, 2015. "Sovereign default, enforcement and the private cost of capital," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 411-427.
- Christian Klein & Christoph Stellner, 2014. "Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero‐volatility spreads," Review of Financial Economics, John Wiley & Sons, vol. 23(2), pages 64-74, April.
- Ben Hmiden, Oussama & Tatoutchoup, Didier & Nguimkeu, Pierre & Avelé, Donatien, 2024. "Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt," Economic Modelling, Elsevier, vol. 131(C).
- Michael Regan, 2017. "Capital Markets, Infrastructure Investment and Growth in the Asia Pacific Region," IJFS, MDPI, vol. 5(1), pages 1-28, February.
- Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis & Wu, Eliza, 2020. "Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter?," MPRA Paper 102941, University Library of Munich, Germany.
- Augustin, Patrick & Boustanifar, Hamid & Breckenfelder, Johannes & Schnitzler, Jan, 2016.
"Sovereign to corporate risk spillovers,"
Working Paper Series
1878, European Central Bank.
- Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018. "Sovereign to Corporate Risk Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 857-891, August.
- Julia Bevilaqua & Galina Hale & Eric Tallman, 2020.
"Corporate Yields: Effect of Credit Ratings and Sovereign Yields,"
AEA Papers and Proceedings, American Economic Association, vol. 110, pages 499-503, May.
- Hale, Galina & Bevilaqua, Julia & Tallman, Eric, 2020. "Corporate Yields: Effect of Credit Ratings and Sovereign Yields," CEPR Discussion Papers 14345, C.E.P.R. Discussion Papers.
- Fløgstad, Cathrin, 2017. "Domestic bond markets in emerging economies: Crowding in or crowding out?," Working Papers in Economics 15/17, University of Bergen, Department of Economics.
- Pişkin, Fatih, 2016. "Türk Bankacılık Sektörü Tarafından Alınan Sendikasyon Kredilerinde Spreadi Belirleyen Faktörler [Determinants of Spread on Syndicated Loans To The Turkish Banking Sector]," MPRA Paper 87476, University Library of Munich, Germany.
- Cusato Novelli, Antonio & Barcia, Giancarlo, 2021. "Sovereign Risk, Public Investment and the Fiscal Policy Stance," Journal of Macroeconomics, Elsevier, vol. 67(C).
- Dodd, Olga & Kalimipalli, Madhu & Chan, Wing, 2021. "Evaluating corporate credit risks in emerging markets," International Review of Financial Analysis, Elsevier, vol. 73(C).
- Marcos González-Fernández & Carmen González-Velasco, 2018. "Bond Yields, Sovereign Risk and Maturity Structure," Risks, MDPI, vol. 6(4), pages 1-25, September.
- Sanket Mohapatra & Manabu Nose & Dilip Ratha, 2018. "Determinants of the distance between sovereign credit ratings and sub-sovereign bond ratings: Evidence from emerging markets and developing economies," Applied Economics, Taylor & Francis Journals, vol. 50(9), pages 934-956, February.
- Eichler, Stefan & Pyun, Ju Hyun, 2022. "Ricardian equivalence, foreign debt and sovereign default risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 21-49.
- Senay Agca & Oya Celasun, 2012.
"Banking Sector Reforms and Corporate Borrowing Costs in Emerging Markets,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S4), pages 71-95, November.
Cited by:
- Bui, Tung Duy & Bui, Hoai Thi Mai, 2020. "Threshold effect of economic openness on bank risk-taking: Evidence from emerging markets," Economic Modelling, Elsevier, vol. 91(C), pages 790-803.
- Ashraf, Badar Nadeem & Qian, Ningyu & Shen, Yinjie (Victor), 2021. "The impact of trade and financial openness on bank loan pricing: Evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 47(C).
- Sumon Kumar Bhaumik & Ali M. Kutan & Sudipa Majumdar, 2018.
"How successful are banking sector reforms in emerging market economies? Evidence from impact of monetary policy on levels and structures of firm debt in India,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(12), pages 1047-1062, August.
- Bhaumik, Sumon K. & Kutan, Ali M. & Majumdar, Sudipa, 2016. "How Successful Are Banking Sector Reforms in Emerging Market Economies? Evidence from Impact of Monetary Policy on Levels and Structures of Firm Debt in India," IZA Discussion Papers 9992, Institute of Labor Economics (IZA).
- Agca, Senay & Mozumdar, Abon, 2008.
"The impact of capital market imperfections on investment-cash flow sensitivity,"
Journal of Banking & Finance, Elsevier, vol. 32(2), pages 207-216, February.
Cited by:
- Zhang, Xiang & Zhou, Han, 2022. "The effect of market competition on corporate cash holdings: An analysis of corporate innovation and financial constraint," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Qian, Xiaolin & Tam, Lewis H.K. & Zhang, Bohui, 2014. "Systematic liquidity and the funding liquidity hypothesis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 304-320.
- Wang, Xun, 2022. "Financial liberalization and the investment-cash flow sensitivity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Martinsson, Gustav, 2010.
"Equity financing and innovation: Is Europe different from the United States?,"
Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1215-1224, June.
- Martinsson, Gustav, 2009. "Equity Financing and Innovation: is Europe different from the United States?," Working Paper Series in Economics and Institutions of Innovation 192, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Brown, James R. & Petersen, Bruce C., 2009. "Why has the investment-cash flow sensitivity declined so sharply? Rising R&D and equity market developments," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 971-984, May.
- Sun, Jianjun & Yamori, Nobuyoshi, 2009.
"Regional disparities and investment-cash flow sensitivity: Evidence from Chinese listed firms,"
MPRA Paper
14858, University Library of Munich, Germany.
- Jianjun Sun & Nobuyoshi Yamori, 2009. "Regional Disparities And Investment–Cash Flow Sensitivity: Evidence From Chinese Listed Firms," Pacific Economic Review, Wiley Blackwell, vol. 14(5), pages 657-667, December.
- Wang, Mengying, 2017. "Does foreign direct investment affect host-country firms' financial constraints?," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 522-539.
- Matjaž Volk & Polona Trefalt, 2014. "Access to Credit as a Growth Constraint," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(1), pages 29-39, May.
- Hiona Balfoussia & Heather D. Gibson, 2019.
"Firm investment and financial conditions in the euro area: evidence from firm-level data,"
Applied Economics Letters, Taylor & Francis Journals, vol. 26(2), pages 104-110, January.
- Hiona Balfoussia & Heather D. Gibson, 2016. "Firm investment and financial conditions in the euro area: evidence from firm-level data," Working Papers 208, Bank of Greece.
- Niclas Andrén & Håkan Jankensgård, 2020. "Disappearing investment‐cash flow sensitivities: Earnings have not become a worse proxy for cash flow," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(5-6), pages 760-785, May.
- Spaliara, Marina-Eliza, 2009.
"Do financial factors affect the capital-labour ratio? Evidence from UK firm-level data,"
Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1932-1947, October.
- Marina-Eliza Spaliara, 2009. "Do Financial Factors Affect The Capital-Labour Ratio: Evidence From UK Firm-Level Data," Discussion Papers 09/04, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Marina-Eliza Spaliara, 2008. "Do Financial Factors Affect the Capital-Labour Ratio? Evidence form UK FIrm-Level Data," Discussion Paper Series 2008-02, Department of Economics, Loughborough University, revised Apr 2008.
- Marian Nehrebecki, 2022. "Balance Sheet Theory During COVID-19: The Relationship Between Cash Flow and Investment in Polish Listed Companies," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 74-88.
- Benard Kipyegon Kirui & Nelson H.W. Wawire, 2018. "Measures of Financial Constraints in Kenya," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 217-231.
- Chowdhury, Jaideep & Kumar, Raman & Shome, Dilip, 2016. "Investment–cash flow sensitivity under changing information asymmetry," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 28-40.
- Sophocles N. Brissimis & Michalis-Panayiotis Papafilis, 2022. "The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?," Working Papers 300, Bank of Greece.
- Stella Mendes Carneiro & Marcio Issao Nakane, 2020. "The perils of crossing borders: The financial constraints of Brazilian exporters during the 2009 Global Trade Collapse," Working Papers, Department of Economics 2020_01, University of São Paulo (FEA-USP).
- Chen, Alex A. & Cao, Hong & Zhang, Dayong & Dickinson, David G., 2013. "The impact of shareholding structure on firm investment: Evidence from Chinese listed companies," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 85-100.
- Schain, Jan Philip, 2022. "Foreign institutional investors and the great productivity slowdown," DICE Discussion Papers 379, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Engel, Dirk & Stiebale, Joel, 2009.
"Private Equity, Investment and Financial Constraints – Firm-Level Evidence for France and the United Kingdom,"
Ruhr Economic Papers
126, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Dirk Engel & Joel Stiebale, 2014. "Private equity, investment and financial constraints: firm-level evidence for France and the United Kingdom," Small Business Economics, Springer, vol. 43(1), pages 197-212, June.
- Günay, Hüseyin & Kılınç, Mustafa, 2015. "Credit market imperfections and business cycle asymmetries in Turkey," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 79-98.
- Martin Pospisil & Jiri Schwarz, 2014.
"Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy,"
Working Papers
2014/01, Czech National Bank.
- Martin Pospisil & Jiri Schwarz, 2014. "Bankruptcy, Investment, and Financial Constraints: Evidence from a Post-Transition Economy," Working Papers IES 2014/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2014.
- Andrén, Niclas & Jankensgård, Håkan, 2015. "Wall of cash: The investment-cash flow sensitivity when capital becomes abundant," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 204-213.
- Francis, Bill & Hasan, Iftekhar & Song, Liang & Waisman, Maya, 2013. "Corporate governance and investment-cash flow sensitivity: Evidence from emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 57-71.
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DICE Discussion Papers
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Working Papers "New Trends on Business Administration". Documentos de Trabajo "Nuevas Tendencias en Dirección de Empresas".
2006-09, Interuniversity Research Master and Doctorate Program (with a quality mention of ANECA) on "Business Economics", Universities of Valladolid, Burgos, Salamanca and León (Spain). Until 2008, Interuniversity Doctorate Program (with a quality mention of ANECA) “New trends in Business Administration”, Universities of Valladolid, Burgos, and Salamanca (Spain). Master en Investigación y Programa de Docto.
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"The Performance of Alternative Interest Rate Risk Measures and Immunization Strategies under a Heath-Jarrow-Morton Framework,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(3), pages 645-669, September.
Cited by:
- Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, vol. 9(4), pages 1-28, March.
- Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014. "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(3), pages 141-165, December.
- Zhongliang Tuo, 2013. "Hedging Against the Interest-rate Risk by Measuring the Yield-curve Movement," Papers 1312.6841, arXiv.org.
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