Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads

SSRN Electronic Journal
doi 10.2139/ssrn.2024329
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

On Forecasting the Term Structure of Credit Spreads

Working paper (Federal Reserve Bank of Cleveland)
2007English

Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2013English

Market Conditions, Default Risk and Credit Spreads

Journal of Banking and Finance
EconomicsEconometricsFinance
2010English

Debt Maturity: Is Long-Term Debt Optimal?

2007English

Endogenous Debt Maturity and Rollover Risk

SSRN Electronic Journal
2016English

Debt Maturity, Risk, and Asymmetric Information

SSRN Electronic Journal
2004English

Executive Compensation and the Maturity Structure of Corporate Debt

Journal of Finance
AccountingEconomicsEconometricsFinance
2010English

Interest Rate Risk, Term Spreads, and the Mortgage Contract Term

2019English

Debt Maturity Structure and the 1997 Asian Financial Crisis

SSRN Electronic Journal
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy