My bibliography
Save this item
Corporate debt maturity profiles
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kashefi Pour, Eilnaz & Lasfer, Meziane, 2019. "Taxes, governance, and debt maturity structure: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 136-161.
- Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022.
"The role of asset payouts in the estimation of default barriers,"
International Review of Financial Analysis, Elsevier, vol. 81(C).
- Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022. "The role of asset payouts in the estimation of default barriers," MPRA Paper 112317, University Library of Munich, Germany.
- Field, Laura Casares & Mkrtchyan, Anahit & Wang, Yuan, 2022. "Bond liquidity and investment," Journal of Banking & Finance, Elsevier, vol. 145(C).
- 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.
- Huang, Zhen & Gao, Weiwei, 2022. "The effects of formal and informal CEO power on debt policy persistence," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Geelen, Thomas & Hajda, Jakub & Morellec, Erwan & Winegar, Adam, 2024. "Asset life, leverage, and debt maturity matching," Journal of Financial Economics, Elsevier, vol. 154(C).
- Egemen Eren & Semyon Malamud, 2018.
"Dominant Currency Debt,"
Swiss Finance Institute Research Paper Series
18-55, Swiss Finance Institute.
- Malamud, Semyon & Eren, Egemen, 2018. "Dominant Currency Debt," CEPR Discussion Papers 13391, C.E.P.R. Discussion Papers.
- Egemen Eren & Semyon Malamud, 2019. "Dominant currency debt," BIS Working Papers 783, Bank for International Settlements.
- Wang, Xiaoxiao & Liu, Haiming, 2022. "The impact of rollover restriction on stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
- Newton, David P. & Ongena, Steven & Xie, Ru & Zhao, Binru, 2022.
"Banks vs. markets: Are banks more effective in facilitating sustainability?,"
BOFIT Discussion Papers
5/2022, Bank of Finland Institute for Emerging Economies (BOFIT).
- David Newton & Steven Ongena & Ru Xie & Binru Zhao, 2022. "Banks vs. Markets: Are Banks More Effective in Facilitating Sustainability?," Swiss Finance Institute Research Paper Series 22-22, Swiss Finance Institute.
- Luca Benzoni & Lorenzo Garlappi & Robert Goldstein, 2023. "Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads," Management Science, INFORMS, vol. 69(7), pages 4331-4352, July.
- Eren, Egemen & Malamud, Semyon, 2022. "Dominant currency debt," Journal of Financial Economics, Elsevier, vol. 144(2), pages 571-589.
- Wang, Sumingyue & Wang, Xinlu & Xu, Liang, 2023. "Debt maturity structure and the quality of risk disclosures," Journal of Corporate Finance, Elsevier, vol. 83(C).
- Zhu, Qifei, 2021. "Capital supply and corporate bond issuances: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 141(2), pages 551-572.
- Fu, Xudong & Huang, Minjie & Tang, Tian, 2022. "Duration of executive compensation and maturity structure of corporate debt," Journal of Corporate Finance, Elsevier, vol. 73(C).
- Zhiguo He & Konstantin Milbradt, 2016.
"Dynamic Debt Maturity,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2677-2736.
- Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," NBER Working Papers 21919, National Bureau of Economic Research, Inc.
- Priit Jeenas, 2023.
"Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics,"
Working Papers
1409, Barcelona School of Economics.
- Priit Jeenas, 2023. "Firm balance sheet liquidity, monetary policy shocks, and investment dynamics," Economics Working Papers 1872, Department of Economics and Business, Universitat Pompeu Fabra.
- Thomas Dangl & Josef Zechner, 2021.
"Debt Maturity and the Dynamics of Leverage [Rollover risk and market freezes],"
The Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 5796-5840.
- Dangl, Thomas & Zechner, Josef, 2016. "Debt maturity and the dynamics of leverage," CFS Working Paper Series 547, Center for Financial Studies (CFS).
- Martin Oehmke & Hongda Zhong & Chong Huang, 2017. "A Theory of Multi-Period Debt Structure," 2017 Meeting Papers 1645, Society for Economic Dynamics.
- 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).
- Ram Yamarthy, 2019. "Corporate Debt Maturity and the Real Economy," 2019 Meeting Papers 627, Society for Economic Dynamics.
- Xu Li & Chen Lin & Xintong Zhan, 2019. "Does Change in the Information Environment Affect Financing Choices?," Management Science, INFORMS, vol. 65(12), pages 5676-5696, December.
- Nina Boyarchenko & Leonardo Elias, 2023.
"The Good, the Bad, and the Ugly of International Debt Market Data,"
Staff Reports
1074, Federal Reserve Bank of New York.
- Boyarchenko, Nina & Elias, Leonardo, 2024. "The Good, the Bad, and the Ugly of International Debt Market Data," CEPR Discussion Papers 18746, C.E.P.R. Discussion Papers.
- David Knezevic, 2020. "Intertemporal diversification of sub-sovereign debt," Empirical Economics, Springer, vol. 58(2), pages 453-487, February.
- Poeschl, Johannes, 2023. "Corporate debt maturity and investment over the business cycle," European Economic Review, Elsevier, vol. 152(C).
- Henrique Castro Martins & Eduardo Schiehll & Paulo Renato Soares Terra, 2020. "Do shareholder protection and creditor rights have distinct effects on the association between debt maturity and ownership structure?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(5-6), pages 708-729, May.
- Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," Bank of England working papers 1009, Bank of England.
- Gang Bai & Chunhui Chen, 2023. "Managing Information Sensitivity: The Relationship between the Interbank Offered Rate and the Characteristics of Bank-Issued Wealth Management Products in China," Sustainability, MDPI, vol. 15(2), pages 1-19, January.
- 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.
- Dasgupta, Amil & Choi, Jaewon & Oh, Ji Yeol Jimmy, 2019.
"Bond Funds and Credit Risk,"
CEPR Discussion Papers
14134, C.E.P.R. Discussion Papers.
- 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.
- Falk Bräuning & José Fillat & J. Christina Wang, 2020. "Corporate Debt Maturity and Monetary Policy," Current Policy Perspectives 88967, Federal Reserve Bank of Boston.
- Ee, Mong Shan & Huang, He & Cheng, Mingying, 2023. "Do labor mobility restrictions affect debt maturity?," Journal of Financial Stability, Elsevier, vol. 66(C).
- Brown, Scott & Powers, Eric, 2020. "The life cycle of make-whole call provisions," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Wang, Shu-Feng & Kim, Yura & Kim, Seonmi & Song, Kyojik “Roy”, 2024. "Refinancing risk, earnings management, and stock return," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Liu, Lu, 2023. "The demand for long-term mortgage contracts and the role of collateral," ESRB Working Paper Series 142, European Systemic Risk Board.
- Haque, Sharjil & Varghese, Richard, 2023. "Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Hassan, M. Kabir & Karim, Md. Sydul & Kozlowski, Steven E., 2022. "Implications of public corruption for local firms: Evidence from corporate debt maturity," Journal of Financial Stability, Elsevier, vol. 58(C).
- Huang, Chong & Oehmke, Martin & Zhong, Hongda, 2019. "A theory of multiperiod debt structure," LSE Research Online Documents on Economics 90429, London School of Economics and Political Science, LSE Library.
- Goetz, Martin, 2019. "Financing conditions and toxic emissions," SAFE Working Paper Series 254, Leibniz Institute for Financial Research SAFE.
- repec:zbw:bofitp:2022_005 is not listed on IDEAS
- David Newton & Steven Ongena & Ru Xie & Binru Zhao, 2022.
"Banks vs. Markets: Are Banks More Effective in Facilitating Sustainability?,"
Swiss Finance Institute Research Paper Series
22-22, Swiss Finance Institute.
- Newton, David P. & Ongena, Steven & Xie, Ru & Zhao, Binru, 2022. "Banks vs. markets : Are banks more effective in facilitating sustainability?," BOFIT Discussion Papers 5/2022, Bank of Finland, Institute for Economies in Transition.
- Matt 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.).
- Matthew Darst & Ehraz Refayet, 2018. "A Model of Endogenous Debt Maturity with Heterogeneous Beliefs," 2018 Meeting Papers 1004, Society for Economic Dynamics.
- 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).
- Chen, Hui & Xu, Yu & Yang, Jun, 2021. "Systematic risk, debt maturity, and the term structure of credit spreads," Journal of Financial Economics, Elsevier, vol. 139(3), pages 770-799.
- Helwege, Jean & Wang, Liying, 2021. "Liquidity and price pressure in the corporate bond market: evidence from mega-bonds," Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Chen, Yan & Sun, Ruiqi, 2023. "Corporate financialization and the long-term use of short-term debt: Evidence from China," Finance Research Letters, Elsevier, vol. 58(PD).
- Liu, Ya & Qiu, Buhui & Wang, Teng, 2021. "Debt rollover risk, credit default swap spread and stock returns: Evidence from the COVID-19 crisis," Journal of Financial Stability, Elsevier, vol. 53(C).