Systematic risk, debt maturity, and the term structure of credit spreads
Citations
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Cited by:
- Kārlis Vilerts & Sofia Anyfantaki & Konstantīns Beņkovskis & Sebastian Bredl & Massimo Giovannini & Florian Matthias Horky & Vanessa Kunzmann & Tibor Lalinský & Athanasios Lampousis & Elizaveta Lukman, 2026.
"Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area,"
International Journal of Central Banking, International Journal of Central Banking, vol. 22(2), pages 1-89, April.
- KÄ rlis Vilerts & Sofia Anyfantaki & KonstantÄ«ns Beņkovskis & Sebastian Bredl & Massimo Giovannini & Florian Matthias Horky & Vanessa Kunzmann & Tibor Lalinský & Athanasios Lampousis & Elizaveta Lu, 2025. "Details matter: loan pricing and transmission of monetary policy in the euro area," Working Papers 345, Bank of Greece.
- Vilerts, Kārlis & Anyfantaki, Sofia & Beᶇkovskis, Konstantīns & Bredl, Sebastian & Giovannini, Massimo & Horky, Florian Matthias & Kunzmann, Vanessa & Lalinský, Tibor & Lampousis, Athanasios & Lukmano, 2025. "Details matter: Loan pricing and transmission of monetary policy in the euro area," Discussion Papers 21/2025, Deutsche Bundesbank.
- Anyfantaki, Sofia & Benkovskis, Konstantins & Kunzmann, Vanessa & Lalinsky, Tibor & Petroulakis, Filippos & Zutis, Klavs & Vilerts, Kārlis & Bredl, Sebastian & Giovannini, Massimo & Horky, Florian Mat, 2025. "Details matter: loan pricing and transmission of monetary policy in the euro area," Working Paper Series 3078, European Central Bank.
- Vilerts, Karlis & Anyfantaki, Sofia & Benkovskis, Konstantins & Bredl, Sebastian & Giovannini, Massimo & Matthias Horky, Florian & Kunzmann, Vanessa & Lalinský, Tibor & Lampousis, Athanasios & Lukmano, 2025. "Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area," Research Technical Papers 8/RT/25, Central Bank of Ireland.
- KÄ rlis Vilerts & Sofia Anyfantaki & KonstantÄ«ns Beņkovskis & Sebastian Bredl & Massimo Giovannini & Florian Horky & Vanessa Kunzmann & Tibor Lalinský & Athanasios Lampousis & Elizaveta Lukmanova &, 2025. "Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area," Working and Discussion Papers WP 8/2025, Research Department, National Bank of Slovakia.
- Karlis Vilerts & Sofia Anyfantaki & Konstantins Benkovskis & Sebastian Bredl & Massimo Giovannini & Florian Matthias Horky & Vanessa Kunzmann & Tibor Lalinsky & Athanasios Lampousis & Elizaveta Lukman, 2025. "Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area," Working Papers 2025/04, Latvijas Banka.
- Jiang, Zhiqian & Xu, Yue & Fang, Mei & Tang, Ziling & Tao, Chunhua, 2023. "How does the bond market price corporate ESG engagement? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1406-1423.
- Lee, Kyeong Hun & Mauer, David C. & Xu, Emma Q., 2022. "Selling durables: Financial flexibility for limited cost pass-through," Journal of Corporate Finance, Elsevier, vol. 75(C).
- Thomas Geelen & Erwan Morellec & Natalia Rostova, 2025. "Relationship Capital and Financing Decisions," Management Science, INFORMS, vol. 71(12), pages 10308-10324, December.
- Nina Boyarchenko & Leonardo Elias, 2024. "Corporate Debt Structure over the Global Credit Cycle," Staff Reports 1139, Federal Reserve Bank of New York.
- Ala'a Adden Awni Abuhommous, 2025. "Does the firm's life cycle matter in the relationship between short‐term debt and investment efficiency?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1429-1449, April.
- Wang, Kebin & Zhang, Jing, 2025. "Tax information sharing, financing frictions, and firms’ investment–financing maturity mismatch," Economics Letters, Elsevier, vol. 252(C).
- Wu, Duowen & Zhang, Xueying & Zhang, Ge & Han, Liangliang, 2025. "Management equity incentives and bond credit spread: Evidence from China," Emerging Markets Review, Elsevier, vol. 69(C).
- Cortina, Juan J. & Didier, Tatiana & Schmukler, Sergio L., 2021.
"Global corporate debt during crises: Implications of switching borrowing across markets,"
Journal of International Economics, Elsevier, vol. 131(C).
- 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.
- Mohsin, Muhammad & Ullah, Hafeez & Iqbal, Nadeem & Iqbal, Wasim & Taghizadeh-Hesary, Farhad, 2021. "How external debt led to economic growth in South Asia: A policy perspective analysis from quantile regression," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 423-437.
- Marjohan Masno & Sampurnaningsih Sri Retnaning, 2025. "The Relationship Between Interest Rates, Financial Ratios, and Bond Ratings with Profitability as a Mediating Variables in Non-Financial Sector Companies in Indonesia," Economics, Sciendo, vol. 13(1), pages 213-229.
- Johannes Poeschl & Ram Yamarthy, 2022. "Aggregate Risk in the Term Structure of Corporate Credit," Working Papers 22-02, Office of Financial Research, US Department of the Treasury.
- Chaderina, Maria & Weiss, Patrick & Zechner, Josef, 2022.
"The maturity premium,"
Journal of Financial Economics, Elsevier, vol. 144(2), pages 670-694.
- Zechner, Josef & Chaderina, Maria & Weiss, Patrick, 2020. "The Maturity Premium," CEPR Discussion Papers 14570, Centre for Economic Policy Research.
- Byun, Seong K. & Lin, Zhilu & Wei, Siqi, 2021. "Are U.S. firms using more short-term debt?," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin, 2023. "Spillover effects between liquidity risks through endogenous debt maturity," Journal of Financial Markets, Elsevier, vol. 64(C).
- Lin, Zi & Yang, Qing & Chen, Shasha, 2025. "Exploring the correlation between financial leverage and corporate bond credit spreads," Finance Research Letters, Elsevier, vol. 75(C).
- Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).
- Yu, Ziqin & Xiao, Xiang & Ge, Ge, 2025. "Shadow banking regulation and firm investment efficiency: Evidence from China's new regulation of capital management," Research in International Business and Finance, Elsevier, vol. 77(PB).
- Andy - & S. H. Hengky, 2021. "Contraction of Capital Investment in Retail Trade Sub-Sector Companies on the Indonesia Stock Exchange," Business and Economic Research, Macrothink Institute, vol. 11(3), pages 19-34, December.
- Su, Yang & Zhang, Junrui & Zhao, Hong & Zhou, Mingming, 2025. "Other comprehensive income volatility and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 99(C).
- Ali Gungoraydinoglu & Özde Öztekin, 2022. "Financial crises, banking regulations, and corporate financing patterns around the world," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 506-539, September.
- Dominika Gajdosikova & Katarina Valaskova & Tomas Kliestik & Maria Kovacova, 2023. "Research on Corporate Indebtedness Determinants: A Case Study of Visegrad Group Countries," Mathematics, MDPI, vol. 11(2), pages 1-30, January.
- Zhou, Mengling & Huang, Zizhen & Jiang, Kangqi, 2024. "Environmental, social, and governance performance and corporate debt maturity in China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Ren, Yi-Shuai & Klein, Tony & Jiang, Yong, 2025. "Unveiling the asymmetric dynamic spillovers in industry bond credit risk: Is the energy industry the prime mover?," International Review of Financial Analysis, Elsevier, vol. 101(C).
- Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019.
"Bond Funds and Credit Risk,"
CEPR Discussion Papers
14134, Centre for Economic Policy Research.
- Choi, Jaewon & Dasgupta, Amil & Oh, Ji, 2022. "Bond funds and credit risk," LSE Research Online Documents on Economics 118856, London School of Economics and Political Science, LSE Library.
- Liang, Shuzhen & Ye, Yongwei & Zhang, Ruifeng, 2025. "Social credit system and the alleviation of investment–financing maturity mismatch in China," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 1415-1435.
- Benzoni, Luca & Garlappi, Lorenzo & Goldstein, Robert S. & Ying, Chao, 2022.
"Debt dynamics with fixed issuance costs,"
Journal of Financial Economics, Elsevier, vol. 146(2), pages 385-402.
- Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Chao Ying, 2022. "Debt Dynamics with Fixed Issuance Costs," Working Paper Series WP 2023-01, Federal Reserve Bank of Chicago.
- Goodell, John W. & Palma, Alessia & Paltrinieri, Andrea & Piserà, Stefano, 2025. "Firm-level climate change risk and corporate debt maturity," Journal of International Money and Finance, Elsevier, vol. 152(C).
- Yao, Lianjun & Qiu, Yuting, 2024. "Market liquidity, credit maturity structure and asset mismatch in manufacturing firms," Finance Research Letters, Elsevier, vol. 63(C).
- Gan, Liu & Xia, Xin & Xu, Wenyang & Zhang, Hai, 2024. "Convertible bond maturity and debt overhang," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Zhiyao Chen & Ran Duchin, 2024. "Do Nonfinancial Firms Use Financial Assets to Take Risk?," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 13(1), pages 1-37.
- Gyimah, Daniel & Danso, Albert & Adu-Ameyaw, Emmanuel & Boateng, Agyenim, 2022. "Firm-level political risk and corporate leverage decisions," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Wu, Julia Yonghua & Opare, Solomon & Bhuiyan, Md. Borhan Uddin & Habib, Ahsan, 2022. "Determinants and consequences of debt maturity structure: A systematic review of the international literature," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Nils Friewald & Florian Nagler & Christian Wagner, 2022. "Debt Refinancing and Equity Returns," Journal of Finance, American Finance Association, vol. 77(4), pages 2287-2329, August.
- Chiu, Wan-Chien & King, Tao-Hsien Dolly & Wang, Chih-Wei, 2021. "Debt maturity dispersion and the cost of bank loans," Journal of Corporate Finance, Elsevier, vol. 70(C).
- Liu, Tingting & Chen, Ziang & Zhang, Junrui & Lucey, Brian, 2025. "Institutional investor networks centrality and firms’ debt maturity mismatch," Finance Research Letters, Elsevier, vol. 71(C).
- Ouyang, Hongbing & Long, Tianqi, 2025. "Debt risk spillover and driving mechanism of China’s local government financing platforms," Finance Research Letters, Elsevier, vol. 81(C).
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