Spillover effects between liquidity risks through endogenous debt maturity
Year of publication: |
2023
|
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Authors: | Wei, Xu ; Xiao, Xiao ; Zhou, Yi ; Zhou, Yimin |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 64.2023, p. 1-24
|
Subject: | Endogenous debt maturity | Market liquidity risk | Rollover risk | Spillover effects | Spillover-Effekt | Spillover effect | Fälligkeit | Maturity | Kreditrisiko | Credit risk | Risiko | Risk | Marktliquidität | Market liquidity | Liquidität | Liquidity | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Verbindlichkeiten | Corporate debt |
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