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Rollover Risk and Credit Risk

Citations

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Cited by:

  1. Andrey Krishenik & Andreea Minca & Johannes Wissel, 2015. "When do creditors with heterogeneous beliefs agree to run?," Finance and Stochastics, Springer, vol. 19(2), pages 233-259, April.
  2. Bruche, Max & Segura, Anatoli, 2017. "Debt maturity and the liquidity of secondary debt markets," Journal of Financial Economics, Elsevier, vol. 124(3), pages 599-613.
  3. Zhiguo He & Wei Xiong, 2012. "Debt Financing in Asset Markets," American Economic Review, American Economic Association, vol. 102(3), pages 88-94, May.
  4. 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).
  5. Schuster, Philipp & Trapp, Monika & Uhrig-Homburg, Marliese, 2013. "A heterogeneous agents equilibrium model for the term structure of bond market liquidity," CFR Working Papers 13-05 [rev.], University of Cologne, Centre for Financial Research (CFR).
  6. Vuillemey, Guillaume & Derrien, Francois & Mésonnier, Jean-Stéphane, 2020. "Set-up Costs and the Financing of Young Firms," CEPR Discussion Papers 14512, C.E.P.R. Discussion Papers.
  7. Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021. "Corporate Bond Liquidity during the COVID-19 Crisis [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, vol. 34(11), pages 5352-5401.
  8. Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran, 2022. "Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes," Journal of Empirical Finance, Elsevier, vol. 69(C), pages 185-207.
  9. Nils Bertschinger & Julian Stobbe, 2018. "Systemic Greeks: Measuring risk in financial networks," Papers 1810.11849, arXiv.org.
  10. Xu, Meng & Yang, Zhonghai & Lin, Yu-En & Li, Gaobo, 2024. "Maturity mismatched investment, digital financial inclusion, and digital orientation: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
  11. Xuanjuan Chen & Jing-Zhi Huang & Zhenzhen Sun & Tong Yao & Tong Yu, 2020. "Liquidity Premium in the Eye of the Beholder: An Analysis of the Clientele Effect in the Corporate Bond Market," Management Science, INFORMS, vol. 66(2), pages 932-957, February.
  12. Chen, Zhuo & He, Zhiguo & Liu, Chun, 2020. "The financing of local government in China: Stimulus loan wanes and shadow banking waxes," Journal of Financial Economics, Elsevier, vol. 137(1), pages 42-71.
  13. A. Seetharaman & Vikas Kumar Sahu & A. S. Saravanan & John Rudolph Raj & Indu Niranjan, 2017. "The Impact of Risk Management in Credit Rating Agencies," Risks, MDPI, vol. 5(4), pages 1-16, September.
  14. Hatem Ben-Ameur & Tarek Fakhfakh & Alexandre Roch, 2024. "Valuing Corporate Securities When the Firm’s Assets are Illiquid," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 579-598, February.
  15. Rahaman, Mohammad M. & Rau, P. Raghavendra & Zaman, Ashraf Al, 2020. "The effect of supply chain power on bank financing," Journal of Banking & Finance, Elsevier, vol. 114(C).
  16. Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2018. "Corporate debt maturity profiles," Journal of Financial Economics, Elsevier, vol. 130(3), pages 484-502.
  17. Black, Jeffrey R. & Das, Nirmol & Leal, Diego, 2025. "Economic policy uncertainty and corporate bond liquidity," Journal of Banking & Finance, Elsevier, vol. 170(C).
  18. Chunjing Wang & Jinming Qu, 2020. "Analysis of the Pro-cyclical Behavior of Credit Spread in Chinese Bond Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(4), pages 1-8.
  19. Feng, Xu & Lütkebohmert, Eva & Xiao, Yajun, 2022. "Wealth management products, banking competition, and stability: Evidence from China," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  20. Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju, 2016. "Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 151-174.
  21. Ca Nguyen, 2022. "Does amortization matter? Evidence from the syndicated loan market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 92-123, March.
  22. Miguel Faria-e-Castro & Joseba Martinez & Thomas Philippon, 2017. "Runs versus Lemons: Information Disclosure and Fiscal Capacity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1683-1707.
  23. Schuster, Philipp & Uhrig-Homburg, Marliese, 2012. "The term structure of bond market liquidity conditional on the economic environment: An analysis of government guaranteed bonds," Working Paper Series in Economics 45, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  24. Chen, Ren-Raw & Chidambaran, N.K. & Imerman, Michael B. & Sopranzetti, Ben J., 2014. "Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 117-139.
  25. Shao, Fangjing & Jiao, Ziyan & Jin, Tianquan & Zhu, Xingwang, 2024. "Bridging the gap: Digital finance's role in addressing maturity mismatch in investment and financing for agricultural enterprises," Finance Research Letters, Elsevier, vol. 64(C).
  26. Dudley, Evan & Yin, Qie Ellie, 2018. "Financial distress, refinancing, and debt structure," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 185-207.
  27. Bo Liu & Qing Xu & Jinqiang Yang & Shunchen Zhang, 2017. "Liquidity default, liquidity management and smooth dividends policy," Applied Economics, Taylor & Francis Journals, vol. 49(56), pages 5728-5739, December.
  28. Haotian Xiang, 2019. "Time Inconsistency and Financial Covenants," 2019 Meeting Papers 63, Society for Economic Dynamics.
  29. 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.
  30. Abele, Christian & Bénassy-Quéré, Agnès & Fontagné, Lionel, 2024. "The impact of financial tightening on firm productivity: Maturity matters," Journal of International Money and Finance, Elsevier, vol. 144(C).
  31. Jing-Zhi Huang & Bibo Liu & Zhan Shi, 2023. "Determinants of Short-Term Corporate Yield Spreads: Evidence from the Commercial Paper Market," Review of Finance, European Finance Association, vol. 27(2), pages 539-579.
  32. Nina Boyarchenko & Caren Cox & Richard K. Crump & Andrew Danzig & Anna Kovner & Or Shachar & Patrick Steiner, 2022. "The Primary and Secondary Corporate Credit Facilities," Economic Policy Review, Federal Reserve Bank of New York, vol. 28(1), July.
  33. Yang Chang, 2014. "A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2014, January-A.
  34. Khoo, Joye & (Wai Kong) Cheung, Adrian, 2022. "Managerial ability and debt maturity," Journal of Contemporary Accounting and Economics, Elsevier, vol. 18(1).
  35. Oleg Sokolinskiy, 2019. "Debt rollover-induced local volatility model," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1065-1084, May.
  36. Simion, Giorgia & Rigoni, Ugo & Cavezzali, Elisa & Veller, Andrea, 2024. "Basel liquidity regulation and credit risk market perception: Evidence from large European banks," Research in International Business and Finance, Elsevier, vol. 69(C).
  37. Michael B. Imerman, 0. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 0, pages 1-36.
  38. Arindam Bandyopadhyay & Mayuri Saxena, 2023. "Interaction between credit risk, liquidity risk, and bank solvency performance: a panel study of Indian banks," Indian Economic Review, Springer, vol. 58(2), pages 311-328, December.
  39. Zhou, Yimin & Wei, Xu, 2023. "Bond liquidity, debt maturity and bond risk premium," Finance Research Letters, Elsevier, vol. 54(C).
  40. 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).
  41. Meg Adachi-Sato & Chaiporn Vithessonthi, 2016. "Bank Systemic Risk and Corporate Investment," PIER Discussion Papers 17., Puey Ungphakorn Institute for Economic Research, revised Jan 2016.
  42. Peter M. Demarzo & Zhiguo He, 2021. "Leverage Dynamics without Commitment," Journal of Finance, American Finance Association, vol. 76(3), pages 1195-1250, June.
  43. Wang, Yao, 2025. "Greenwashing or green evolution: Can transition finance empower green innovation in carbon-intensive enterprise?," International Review of Financial Analysis, Elsevier, vol. 97(C).
  44. Qiu, Muqing & Bai, Yunxia & Chen, Taoqin, 2024. "The impact of asset-liability maturity mismatch on stock returns: Evidence from China during 1998–2021," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  45. Gianpaolo Parise, 2016. "Threat of entry and debt maturity: evidence from airlines," BIS Working Papers 556, Bank for International Settlements.
  46. Nickerson, Jordan & Griffin, John M., 2017. "Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?," Journal of Financial Economics, Elsevier, vol. 125(3), pages 454-474.
  47. Dainelli, Francesco & Bet, Gianmarco & Fabrizi, Eugenio, 2024. "The financial health of a company and the risk of its default: Back to the future," International Review of Financial Analysis, Elsevier, vol. 95(PB).
  48. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2024. "Corporate bankruptcy and banking deregulation: The effect of financial leverage," Journal of Banking & Finance, Elsevier, vol. 166(C).
  49. Valère Fourel & Alice Schwenninger, 2024. "The Impact of the PEPP on the Corporate Commercial Paper Market," Working papers 946, Banque de France.
  50. Hertrich, Markus, 2015. "Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets," MPRA Paper 67837, University Library of Munich, Germany.
  51. Viral V Acharya & Sascha Steffen, 2020. "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 430-471.
  52. Rim Boussaada & Abdelaziz Hakimi & Majdi Karmani, 2022. "Is there a threshold effect in the liquidity risk–non‐performing loans relationship? A PSTR approach for MENA banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1886-1898, April.
  53. Chu, Lan Khanh & Chu, Hung Viet, 2020. "Is too much liquidity harmful to economic growth?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 230-242.
  54. Chen, Jiakai, 2022. "Market discipline and regulatory arbitrage: Evidence from ABCP liquidity guarantors," Journal of Banking & Finance, Elsevier, vol. 145(C).
  55. Black, Jeffrey R. & Stock, Duane & Yadav, Pradeep K., 2016. "The pricing of different dimensions of liquidity: Evidence from government guaranteed bonds," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 119-132.
  56. Cheng, Tingting & Qiu, Liping & Lv, Wenya & Yang, Xuanbin & Yang, Gang, 2024. "Economic policy uncertainty and municipal corporate bonds credit spreads: Evidence from China," Finance Research Letters, Elsevier, vol. 69(PB).
  57. Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021. "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, vol. 131(C).
  58. Imbierowicz, Björn & Rauch, Christian, 2014. "The relationship between liquidity risk and credit risk in banks," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 242-256.
  59. Hongda Zhong, 2021. "A Dynamic Model of Optimal Creditor Dispersion," Journal of Finance, American Finance Association, vol. 76(1), pages 267-316, February.
  60. Bernd Schwaab & Siem Jan Koopman & André Lucas, 2017. "Global Credit Risk: World, Country and Industry Factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 296-317, March.
  61. Ariah Klages-Mundt & Dominik Harz & Lewis Gudgeon & Jun-You Liu & Andreea Minca, 2020. "Stablecoins 2.0: Economic Foundations and Risk-based Models," Papers 2006.12388, arXiv.org, revised Oct 2020.
  62. Xueru Chen & Xiaoji Hu & Shenglin Ben, 2021. "How do reputation, structure design and FinTech ecosystem affect the net cash inflow of P2P lending platforms? Evidence from China," Electronic Commerce Research, Springer, vol. 21(4), pages 1055-1082, December.
  63. repec:dau:papers:123456789/14986 is not listed on IDEAS
  64. Zhiguo He & Asaf Manela, 2016. "Information Acquisition in Rumor‐Based Bank Runs," Journal of Finance, American Finance Association, vol. 71(3), pages 1113-1158, June.
  65. Décamps, Jean-Paul & Villeneuve, Stéphane, 2015. "Integrating profitability prospects and cash management," IDEI Working Papers 849, Institut d'Économie Industrielle (IDEI), Toulouse.
  66. Dick-Nielsen, Jens & Nielsen, Mads Stenbo & von Rüden, Stine Louise, 2021. "The value of bond underwriter relationships," Journal of Corporate Finance, Elsevier, vol. 68(C).
  67. Dong, Yi & Hou, Qiannan & Ni, Chenkai, 2021. "Implicit government guarantees and credit ratings," Journal of Corporate Finance, Elsevier, vol. 69(C).
  68. Dorinth van Dijk & Marc Francke & Yumei Wang, 2025. "The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets," Working Papers 835, DNB.
  69. Xingchun Wang, 2021. "Pricing vulnerable options with jump risk and liquidity risk," Review of Derivatives Research, Springer, vol. 24(3), pages 243-260, October.
  70. Hu, Mingsheng & Li, Bowen, 2024. "Potential risks in the easy market access: A perspective from corporate asset-debt maturity mismatch," Research in International Business and Finance, Elsevier, vol. 70(PA).
  71. Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019. "Bond Funds and Credit Risk," CEPR Discussion Papers 14134, C.E.P.R. Discussion Papers.
  72. Liu, Guanchun & Liu, Yuanyuan & Zhang, Chengsi, 2021. "Human capital in the financial sector and corporate debt maturity," China Economic Review, Elsevier, vol. 69(C).
  73. Jorge Abad & Javier Suarez, 2018. "The Procyclicality of Expected Credit Loss Provisions," Working Papers wp2018_1806, CEMFI.
  74. Douglas W. Diamond & Zhiguo He, 2014. "A Theory of Debt Maturity: The Long and Short of Debt Overhang," Journal of Finance, American Finance Association, vol. 69(2), pages 719-762, April.
  75. Kwanglim Seo, 2016. "The effect of franchising on debt maturity in the US restaurant industry," Tourism Economics, , vol. 22(6), pages 1404-1422, December.
  76. Michi Nishihara & Takashi Shibata, 2019. "The effects of asset liquidity on dynamic bankruptcy decisions," Discussion Papers in Economics and Business 19-12, Osaka University, Graduate School of Economics.
  77. Juan Sanchez & Rodolfo Manuelli, 2016. "Endogenous Debt Maturity: Liquidity Risk vs. Default Risk," 2016 Meeting Papers 1435, Society for Economic Dynamics.
  78. Della Seta, Marco & Morellec, Erwan & Zucchi, Francesca, 2020. "Short-term debt and incentives for risk-taking," Journal of Financial Economics, Elsevier, vol. 137(1), pages 179-203.
  79. Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2023. "Liquidity Risk and Funding Cost," Review of Finance, European Finance Association, vol. 27(2), pages 399-422.
  80. de Haan, Leo & van den End, Jan Willem, 2013. "Bank liquidity, the maturity ladder, and regulation," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3930-3950.
  81. Wang, Hu, 2023. "Does the financial investment preference of renewable energy firms promote their advance towards sustainable development goals?," Renewable Energy, Elsevier, vol. 218(C).
  82. Sabrina T. Howell & Josh Lerner & Ramana Nanda & Richard R. Townsend, 2020. "How Resilient is Venture-Backed Innovation? Evidence from Four Decades of U.S. Patenting," NBER Working Papers 27150, National Bureau of Economic Research, Inc.
  83. Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan, 2015. "Credit market frictions and capital structure dynamics," Journal of Economic Theory, Elsevier, vol. 157(C), pages 1130-1158.
  84. Marc Arnold & Ramona Westermann, 2023. "Debt Renegotiations Outside Distress," Review of Finance, European Finance Association, vol. 27(4), pages 1183-1228.
  85. Goldstein, Michael A. & Namin, Elmira Shekari, 2023. "Corporate bond liquidity and yield spreads: A review," Research in International Business and Finance, Elsevier, vol. 65(C).
  86. Faiza Sajjad & Muhammad Zakaria, 2018. "Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure," JRFM, MDPI, vol. 11(2), pages 1-16, May.
  87. Li, Xiang & Su, Dan, 2020. "How does economic policy uncertainty affect corporate debt maturity?," IWH Discussion Papers 6/2020, Halle Institute for Economic Research (IWH).
  88. Tingqiang Chen & Suyang Wang, 2023. "Incomplete information model of credit default of micro and small enterprises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2956-2974, July.
  89. Atawnah, Nader & Zaman, Rashid & Liu, Jia & Atawna, Thaer & Maghyereh, Aktham, 2023. "Does foreign competition affect corporate debt maturity structure? Evidence from import penetration," International Review of Financial Analysis, Elsevier, vol. 86(C).
  90. Do, Trung K., 2021. "Financial statement comparability and corporate debt maturity," Finance Research Letters, Elsevier, vol. 40(C).
  91. Philipp Meinen & Ana Cristina Soares, 2022. "Markups and Financial Shocks," The Economic Journal, Royal Economic Society, vol. 132(647), pages 2471-2499.
  92. Jihen Bouslimi & Abdelaziz Hakimi & Taha Zaghdoudi & Kais Tissaoui, 2024. "The complex relationship between credit and liquidity risks: a linear and non-linear analysis for the banking sector," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-9, December.
  93. Tobias Adrian & Brian Begalle & Adam Copeland & Antoine Martin, 2013. "Repo and Securities Lending," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 131-148, National Bureau of Economic Research, Inc.
  94. Goldberg, Jonathan, 2020. "Liquidity supply by broker-dealers and real activity," Journal of Financial Economics, Elsevier, vol. 136(3), pages 806-827.
  95. Michael B. Imerman, 2020. "When enough is not enough: bank capital and the Too-Big-To-Fail subsidy," Review of Quantitative Finance and Accounting, Springer, vol. 55(4), pages 1371-1406, November.
  96. Kempf, Alexander & Korn, Olaf & Uhrig-Homburg, Marliese, 2012. "The term structure of illiquidity premia," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1381-1391.
  97. Felix Feng, 2018. "Dynamic Compensation under Uncertainty Shocks and Limited Commitment," 2018 Meeting Papers 159, Society for Economic Dynamics.
  98. Kalimipalli, Madhu & Nayak, Subhankar & Perez, M. Fabricio, 2013. "Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2969-2990.
  99. Haque, Sharjil & Varghese, Richard, 2023. "Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks," Journal of Corporate Finance, Elsevier, vol. 80(C).
  100. Martina Jasova & Caterina Mendicino & Dominik Supera, 2018. "Rollover Risk and Bank Lending Behavior: Evidence from Unconventional Central Bank Liquidity," 2018 Meeting Papers 500, Society for Economic Dynamics.
  101. Zhang, Dongyang & Wang, Cao & Wang, Yizhi, 2024. "Unveiling the critical nexus: Volatility of crude oil future prices and trade partner’s cash holding behavior in the face of the Russia–Ukraine conflict," Energy Economics, Elsevier, vol. 132(C).
  102. Zheng, Huanhuan, 2023. "Sovereign debt responses to the COVID-19 pandemic," Journal of International Economics, Elsevier, vol. 143(C).
  103. Chakravarty, Surajeet & Choo, Lawrence & Fonseca, Miguel A. & Kaplan, Todd R., 2021. "Should regulators always be transparent? a bank run experiment," European Economic Review, Elsevier, vol. 136(C).
  104. Liu, Jinyu & Zhong, Rui, 2017. "Political uncertainty and a firm's credit risk: Evidence from the international CDS market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 53-66.
  105. Xu, Qing & Yang, Jinqiang, 2017. "Real option with liquidity constraints under secondary debt illiquidity risk market," Finance Research Letters, Elsevier, vol. 21(C), pages 57-65.
  106. Reichenbacher, Michael & Schuster, Philipp, 2022. "Size-adapted bond liquidity measures and their asset pricing implications," Journal of Financial Economics, Elsevier, vol. 146(2), pages 425-443.
  107. Oleg Sokolinskiy & Benjamin Melamed & Ben Sopranzetti, 2018. "Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption," Annals of Operations Research, Springer, vol. 271(2), pages 971-997, December.
  108. Kyounghun Lee & Frederick Dongchuhl Oh, 2021. "Credit ratings and liquidity crises," International Journal of Economic Theory, The International Society for Economic Theory, vol. 17(3), pages 309-324, September.
  109. Gallitschke, Janek & Seifried (née Müller), Stefanie & Seifried, Frank Thomas, 2017. "Interbank interest rates: Funding liquidity risk and XIBOR basis spreads," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 142-152.
  110. Bai, Caiquan & Feng, Chen & Mu, Congming & Zhao, Siqi, 2025. "Entrepreneurship and leverage dynamics without commitment," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
  111. Song Han & Xing Zhou, 2014. "Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction," Management Science, INFORMS, vol. 60(3), pages 675-694, March.
  112. Andreea Minca & Johannes Wissel, 2023. "Dynamic debt issuance with jumps," Mathematics and Financial Economics, Springer, volume 17, number 4, September.
  113. d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020. "Unconventional monetary policy and funding liquidity risk," Working Paper Series 2350, European Central Bank.
  114. Gechun Liang & Eva Lutkebohmert & Wei Wei, 2012. "Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model," Papers 1209.3513, arXiv.org, revised Mar 2015.
  115. Chen, Xi & Wang, Junbo & Wu, Chunchi & Wu, Di, 2024. "Extreme illiquidity and cross-sectional corporate bond returns," Journal of Financial Markets, Elsevier, vol. 68(C).
  116. repec:ptu:bdpart:e201812 is not listed on IDEAS
  117. Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2016. "Hot money in bank credit flows to emerging markets during the banking globalization era," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 29-52.
  118. Lee, Chien-Chiang & Wang, Chih-Wei & Thinh, Bui Tien & Purnama, Muhammad Yusuf Indra & Sharma, Susan Sunila, 2024. "Corporate leverage and leverage speed of adjustment: Does environmental policy stringency matter?," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  119. Matthias Fleckenstein & Francis A. Longstaff, 2023. "Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market," Journal of Finance, American Finance Association, vol. 78(1), pages 389-425, February.
  120. Song Han & Hao Zhou, 2016. "Effects of Liquidity on the Non-Default Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-49, September.
  121. Diego Leal Gonzalez & Bryan Stanhouse & Duane Stock & Xin Yue Zhou, 2025. "Nonlinear structural estimation of corporate bond liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 799-827, February.
  122. Michi Nishihara, 2019. "Real options with illiquidity of exercise opportunities," Discussion Papers in Economics and Business 19-01, Osaka University, Graduate School of Economics.
  123. Wang, Baolian, 2019. "The cash conversion cycle spread," Journal of Financial Economics, Elsevier, vol. 133(2), pages 472-497.
  124. Lionel Melin & Ahyan Panjwani, 2024. "Optimal Design of Contingent Capital," Finance and Economics Discussion Series 2024-051, Board of Governors of the Federal Reserve System (U.S.).
  125. 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.
  126. Chen, Zhuo & He, Zhiguo & Liu, Chun, 2018. "The Financing of Local Government in the People’s Republic of China: Stimulus Loan Wanes and Shadow Banking Waxes," ADBI Working Papers 800, Asian Development Bank Institute.
  127. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
  128. Valenzuela, Patricio, 2013. "Rollover Risk and Corporate Bond Spreads," Working Papers 13-10, University of Pennsylvania, Wharton School, Weiss Center.
  129. 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.
  130. Javadi, Siamak & Mollagholamali, Mohsen, 2018. "Debt market illiquidity and correlated default risk," Finance Research Letters, Elsevier, vol. 26(C), pages 266-273.
  131. Choi, Jaewon & Hackbarth, Dirk & Zechner, Josef, 2021. "Granularity of Corporate Debt," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(4), pages 1127-1162, June.
  132. Field, Laura Casares & Mkrtchyan, Anahit & Wang, Yuan, 2022. "Bond liquidity and investment," Journal of Banking & Finance, Elsevier, vol. 145(C).
  133. Wang, Chih-Wei & Chiu, Wan-Chien & King, Tao-Hsien Dolly, 2020. "Debt maturity and the cost of bank loans," Journal of Banking & Finance, Elsevier, vol. 112(C).
  134. Arnold, Marc & Wagner, Alexander F. & Westermann, Ramona, 2013. "Growth options, macroeconomic conditions, and the cross section of credit risk," Journal of Financial Economics, Elsevier, vol. 107(2), pages 350-385.
  135. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2020. "The differential impact of leverage on the default risk of small and large firms," Journal of Corporate Finance, Elsevier, vol. 60(C).
  136. Brian Du, 2017. "How Useful Is Basel III's Liquidity Coverage Ratio? Evidence From US Bank Holding Companies," European Financial Management, European Financial Management Association, vol. 23(5), pages 902-919, October.
  137. Garcia-Appendini, Emilia, 2014. "Idiosyncratic Shocks and Industry Contagion: Evidence from a Quasi-experiment," Working Papers on Finance 1410, University of St. Gallen, School of Finance, revised Mar 2015.
  138. Libo Sun & Sheridan D. Titman & Garry J. Twite, 2015. "REIT and Commercial Real Estate Returns: A Postmortem of the Financial Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 8-36, March.
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