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Yu Xu

Personal Details

First Name:Yu
Middle Name:
Last Name:Xu
Suffix:
RePEc Short-ID:pxu173
https://www.yuxufinance.net/

Affiliation

Department of Finance
Lerner College of Business and Economics
University of Delaware

Newark, Delaware (United States)
http://www.lerner.udel.edu/departments/finance

(302) 831-2551

Purnell Hall, Newark, Delaware 19716
RePEc:edi:fiudeus (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Indrajit Mitra & Yu Xu, 2020. "Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates," FRB Atlanta Working Paper 2020-20, Federal Reserve Bank of Atlanta.
  2. Hui Chen & Yu Xu & Jun Yang, 2012. "Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads," NBER Working Papers 18367, National Bureau of Economic Research, Inc.

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.

Working papers

  1. Hui Chen & Yu Xu & Jun Yang, 2012. "Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads," NBER Working Papers 18367, National Bureau of Economic Research, Inc.

    Cited by:

    1. Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
    2. Wan-Chien Chiu & Chih-Wei Wang & Wei-Ning Wu & Chuan-Ju Lin, 2017. "Impact of Rollover Risk and Corporate Policy on Extreme Risk in the Taiwanese Manufacturing Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(03), pages 1-20, September.
    3. Max Bruche & Anatoli Segura, 2013. "Debt Maturity and the Liquidity of Secondary Debt Markets," Working Papers wp2013_1303, CEMFI.
    4. Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2020. "Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets," Policy Research Working Paper Series 9142, The World Bank.
    5. Saki Bigio & Galo Nuño & Juan Passadore, 2019. "A framework for debt-maturity management," Working Papers 1919, Banco de España;Working Papers Homepage.
    6. Wang, Chih-Wei & Chiu, Wan-Chien & Peña, Juan Ignacio, 2017. "Effect of rollover risk on default risk: Evidence from bank financing," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 130-143.
    7. Mohammed Benlemlih, 2017. "Corporate Social Responsibility and Firm Debt Maturity," Journal of Business Ethics, Springer, vol. 144(3), pages 491-517, September.
    8. Konstantin Milbradt & Martin Oehmke, 2014. "Maturity Rationing and Collective Short-Termism," NBER Working Papers 19946, National Bureau of Economic Research, Inc.
    9. Ansgar Walther, 2014. "Jointly optimal regulation of bank capital and maturity structure," Economics Series Working Papers 725, University of Oxford, Department of Economics.
    10. Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2018. "Corporate debt maturity profiles," Journal of Financial Economics, Elsevier, vol. 130(3), pages 484-502.
    11. Juan Sanchez & Rodolfo Manuelli, 2016. "Endogenous Debt Maturity: Liquidity Risk vs. Default Risk," 2016 Meeting Papers 1435, Society for Economic Dynamics.
    12. Joana F. Pimentel & Sujiao Zhao, 2018. "The Maturity Rat Race and Short-Termism," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    13. Julian Kozlowski, 2017. "Long-Term Finance and Investment with Frictional Asset Markets," Working Papers 2018-12, Federal Reserve Bank of St. Louis.
    14. Faiza Sajjad & Muhammad Zakaria, 2018. "Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(2), pages 1-16, May.
    15. Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016. "Corporate borrowing and debt maturity : the effects of market access and crises," Policy Research Working Paper Series 7815, The World Bank.
    16. Xue-Zhong He & Eva Lütkebohmert & Yajun Xiao, 2017. "Rollover risk and credit risk under time-varying margin," Quantitative Finance, Taylor & Francis Journals, vol. 17(3), pages 455-469, March.
    17. Philipp König & David Pothier, 2014. "Asymmetric Information and Roll-over Risk," Discussion Papers of DIW Berlin 1364, DIW Berlin, German Institute for Economic Research.
    18. Chang, Xin & Chen, Yunling & Dasgupta, Sudipto, 2019. "Macroeconomic conditions, financial constraints, and firms’ financing decisions," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 242-255.
    19. Faiza Sajjad & Muhammad Zakaria, 2018. "Credit Rating as a Mechanism for Capital Structure Optimization: Empirical Evidence from Panel Data Analysis," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 6(1), pages 1-14, January.
    20. Wang, Chih-Wei & Chiu, Wan-Chien, 2019. "Effect of short-term debt on default risk: Evidence from Pacific Basin countries," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    21. Lotfaliei, Babak, 2018. "The variance risk premium and capital structure," ESRB Working Paper Series 70, European Systemic Risk Board.
    22. Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2677-2736.
    23. R. Matthew Darst & Ehraz Refayet, 2017. "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," Finance and Economics Discussion Series 2017-057, Board of Governors of the Federal Reserve System (U.S.).
    24. Ansgar Walther, 2016. "Jointly Optimal Regulation of Bank Capital and Liquidity," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 415-448, March.
    25. Milbradt, Konstantin & Oehmke, Martin, 2015. "Maturity rationing and collective short-termism," LSE Research Online Documents on Economics 84513, London School of Economics and Political Science, LSE Library.
    26. Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018. "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," Review of Financial Studies, Society for Financial Studies, vol. 31(3), pages 852-897.
    27. el Alaoui, AbdelKader Ouatik & Bacha, Obiyathulla Ismath & Masih, Mansur & Asutay, Mehmet, 2016. "Shari’ah screening, market risk and contagion: A multi-country analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 93-112.
    28. Ram Yamarthy, 2019. "Corporate Debt Maturity and the Real Economy," 2019 Meeting Papers 627, Society for Economic Dynamics.
    29. Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2013. "Granularity of corporate debt," CFS Working Paper Series 2013/26, Center for Financial Studies (CFS).
    30. Dorsaf Ben Aissia & Narjess Skhiri Hellara, 2019. "Systematic risk, the tradeoff of leverage and IPO first-day returns," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 239-256, July.
    31. Julian Kozlowski, 2017. "Long-Term Finance and Economic Development: The Role of Liquidity in Corporate Debt Markets," 2017 Meeting Papers 699, Society for Economic Dynamics.
    32. Galya Taseva, 2020. "Determinants of Short-term Liabilities of Financially Distressed SME-s," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 5-24.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2012-09-16 2012-09-22. Author is listed
  2. NEP-MAC: Macroeconomics (2) 2012-09-16 2021-03-08. Author is listed
  3. NEP-RMG: Risk Management (2) 2012-09-16 2012-09-22. Author is listed
  4. NEP-CFN: Corporate Finance (1) 2012-09-22. Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2021-03-08. Author is listed

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