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Effect of rollover risk on default risk : evidence from bank financing

Wang, Chih-Wei; Chiu, Wan-Chien; Peña Sánchez de … - In: International review of financial analysis 54 (2017), pp. 130-143

Persistent link: https://www.econbiz.de/10011878189

The Effect of Rollover Risk on Default Risk : Evidence from Bank Financing

Chiu, Wan-Chien - 2015

This empirical examination of the effect of rollover risk on default risk uses a database of U.S. industrial firms during 1986-2011. This article represents the most comprehensive empirical study to date to support the existence of a rollover risk effect on default risk. This paper investigates...

Persistent link: https://www.econbiz.de/10013028447

Systemic risk measures : the simpler the better?

Rodríguez-Moreno, María; Peña Sánchez de Rivera, … - In: Journal of banking & finance 37 (2013) 6, pp. 1817-1831

Persistent link: https://www.econbiz.de/10009741912

Systemic risk measures : the simpler the better

Rodrígez-Moreno, María; Peña Sánchez de Rivera, … - 2010

Persistent link: https://www.econbiz.de/10009686233

Liquidity commonalities in the corporate CDS market around the 2007-2012 financial crisis

Mayordomo, Sergio; Rodriguez-Moreno, Maria; Peña … - In: International review of economics & finance : IREF 31 (2014), pp. 171-192

Persistent link: https://www.econbiz.de/10010490426

Tail risk in energy portfolios

González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434

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Expropriation risk, investment decisions and economic sectors

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Tail risk spillovers and corporate cash holdings

Chiu, Wan-Chien; Wang, Chih-Wei; Peñac, Juan Ignacio - In: Journal of multinational financial management 36 (2016), pp. 30-48

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Impact of rollover risk and corporate policy on extreme risk in the Taiwanese manufacturing industry

Chiu, Wan-Chien; Wang, Chih-Wei; Wu, Wei-Ning; Lin, Chuan-Ju - In: Review of Pacific Basin financial markets and policies 20 (2017) 3, pp. 1-20

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Effect of short-term debt on default risk : evidence from Pacific Basin countries

Wang, Chih-Wei; Chiu, Wan-Chien - In: Pacific-Basin finance journal 57 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012170627