Endogenous credit spreads and optimal debt financing structure in the presence of liquidity risk
Year of publication: |
January 2017
|
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Authors: | Lütkebohmert, Eva ; Oeltz, Daniel ; Xiao, Yajun |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 23.2017, 1, p. 55-86
|
Subject: | funding liquidity | optimal capital structure | rollover risk | structural credit risk models | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Theorie | Theory | Fremdkapital | Debt financing | Zinsstruktur | Yield curve | Betriebliche Liquidität | Corporate liquidity | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Liquidität | Liquidity | Portfolio-Management | Portfolio selection |
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