create a website

Rollover Risk and the Maturity Transformation Function of Banks. (2014). santos, joao ; Paligorova, Teodora.
In: Staff Working Papers.
RePEc:bca:bocawp:14-8.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 28

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The transmission of monetary policy through bank lending: The floating rate channel. (2018). Ozdagli, Ali ; Ippolito, Filippo ; Perez-Orive, Ander.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:95:y:2018:i:c:p:49-71.

    Full description at Econpapers || Download paper

  2. Kenya Economic Update, December 2017. (2017). Group, World Bank.
    In: World Bank Publications - Reports.
    RePEc:wbk:wboper:29033.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Admati, A., DeMarzo, P., Hellwig, M., and Pfleiderer, P. (2013). The leverage ratchet effect. SSRN, 2304969.
    Paper not yet in RePEc: Add citation now
  2. Barclay, M. and Smith, C. (1995). The maturity structure of corporate debt. Journal of Finance, 50(2):609–631.

  3. Berger, A., Espinosa-Vega, M., Frame, W., and Miller, N. (2005). Debt maturity, risk, and asymmetric information. Journal of Finance, 60:2895–2923.

  4. Berglof, E. and Thadden, E. V. (1994). Short-term versus long-term interests: Capital structure with multiple investors. Quarterly Journal of Economics, 109:1055–1084.

  5. Bord, V. and Santos, J. (2014). Banks’ liquidity and the cost of liquidity to corporations. Journal of Money Credit and Banking, 46:13–45.

  6. Brunnermeier, M. and Oehmke, M. (2013). The maturity rat race. Journal of Finance, 68(2):483–521.

  7. Cust odio, C., Ferreira, M., and Laureano, L. (2013). Why are US firms using more short-term debt? Journal of Financial Economics, 108 (1):182–212.

  8. Datta, S., Iskandar-Datta, M., and Patel, A. (1998). Bank monitoring and the pricing of corporate public debt. Journal of Financial Economics, 51:435–449.
    Paper not yet in RePEc: Add citation now
  9. Diamond, D. (1993). Seniority and maturity of debt contracts. Journal of Financial Economics, 33(3):341–368.

  10. Fleming, M. and Garbade, K. (2003). The repurchase agreeement refined: GCF repo. Current Issues in Economics and Finance, Federal Reserve Bank of New York, 9 (6):1–7.
    Paper not yet in RePEc: Add citation now
  11. Gande, A., Puri, M., and Saunders, A. (1999). Bank entry, competition, and the market for corporate securities underwriting. Review of Financial Economics, 54:165–195.
    Paper not yet in RePEc: Add citation now
  12. Gorton, G. and Kahn, J. (2000). The design of bank loan contracts. Review of Financial Studies, 13(2):331–364.

  13. Guedes, J. and Opler, T. (1996). The determinants of the maturity of corporate debt issues.

  14. Hale, G. and Santos, J. (2010). Do banks propagate debt market shocks? Federal Reserve Bank of San Francisco, 2010-08.

  15. Hart, O. and Moore, J. (1994). A theory of debt based on the inalienability of human capital. Quarterly Journal of Economics, 109:841–879.

  16. Holmstrom, B. and Tirole, J. (1997). Financial intermediation, loanable funds, and the real sector. Quarterly Journal of Economics, 112(3):663–691.

  17. Hubbard, R., Kuttner, K., and Palia, D. (2002). Are there bank effects in borrowers’ costs of funds? Evidence from a matched sample of borrowers and banks. Journal of Business, 75(4):559–581.

  18. Ivashina, V. and Scharfstein, D. (2010). Bank lending during the financial crises of 2008. Journal of Financial Economics, 97:319–338.
    Paper not yet in RePEc: Add citation now
  19. Johnson, S. (2003). Debt maturity and the effects of growth opportunities and liquidity risk on leverage. Review of Financial Studies, 16(1):209–236.

  20. Mian, A. and Santos, J. (2011). Liquidity risk and maturity management over the business cycle. Federal Reserve Bank of New York, mimeo.
    Paper not yet in RePEc: Add citation now
  21. Paligorova, T. and Santos, J. (2012). Monetary policy and bank risk-taking: Evidence from the corporate loan market. SSRN 1991471.
    Paper not yet in RePEc: Add citation now
  22. Rajan, R. and Winton, A. (1995). Covenants and collateral as incentives to monitor. Journal of Finance, 50:1113–1146.

  23. Santos, J. (2011). Bank loan pricing following the subprime crisis. Review of Financial Studies, 24:1916–1943.
    Paper not yet in RePEc: Add citation now
  24. Santos, J. and Winton, A. (2008). Bank loans, bonds, and informational monopolies across the business cycle. Journal of Finance, 63:1315–1359.

  25. Santos, J. and Winton, A. (2011). Bank capital, borrower power, and loan rates. Federal Reserve Bank of New York, mimeo.
    Paper not yet in RePEc: Add citation now
  26. Stohs, M. and Mauer, D. (1996). The determinants of corporate debt maturity structure. Journal of Business, 69:279–312.

  27. Sufi, A. (2007). Information asymmetry and financing arrangements: Evidence from syndicated loans. Journal of Finance, 62:629–668.
    Paper not yet in RePEc: Add citation now
  28. Winton, A. (2003). Institutional liquidity needs and the structure of monitored finance. Review of Financial Studies, 16(4):1273–1313.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The structure of sub-natural public debt: Liquidity vs credit risk. (2014). Pérez, Javier ; Prieto, Rocio ; Perez, Javier J..
    In: Working Papers.
    RePEc:bde:wpaper:1403.

    Full description at Econpapers || Download paper

  2. Rollover Risk and the Maturity Transformation Function of Banks. (2014). santos, joao ; Paligorova, Teodora.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-8.

    Full description at Econpapers || Download paper

  3. Managerial overconfidence and debt maturity structure of firms. (2011). Jiaxing, You ; Min, Xiao ; Wei, Jiang.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:1:y:2011:i:3:p:262-279.

    Full description at Econpapers || Download paper

  4. Effects of corporate tax reform on optimum debt maturity. (2010). Radulescu, Doina ; Nam, Chang Woon.
    In: Annals of Finance.
    RePEc:kap:annfin:v:6:y:2010:i:3:p:369-389.

    Full description at Econpapers || Download paper

  5. Rollover risk in commercial paper markets and firms debt maturity choice. (2008). Thierfelder, Felix .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:7315.

    Full description at Econpapers || Download paper

  6. Does foreign portfolio investment reach small listed firms ?. (2008). Knill, April.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3796.

    Full description at Econpapers || Download paper

  7. A Gap-Filling Theory of Corporate Debt Maturity Choice. (2008). Stein, Jeremy ; Hanson, Samuel ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14087.

    Full description at Econpapers || Download paper

  8. Lending to small businesses: the role of loan maturity in addressing information problems. (2008). Penas, María ; Ortiz-Molina, Hernan.
    In: Small Business Economics.
    RePEc:kap:sbusec:v:30:y:2008:i:4:p:361-383.

    Full description at Econpapers || Download paper

  9. The Financial Structure of Private Held Belgian Firms. (2008). Ooghe, Hubert ; Heyman, Dries ; Deloof, Marc.
    In: Small Business Economics.
    RePEc:kap:sbusec:v:30:y:2008:i:3:p:301-313.

    Full description at Econpapers || Download paper

  10. Can an Islamic Model of Housing Finance Cooperative Elevate the Economic Status of the Underprivileged?.. (2008). Ebrahim, M. Shahid.
    In: Papers on Economics of Religion.
    RePEc:gra:paoner:08/04.

    Full description at Econpapers || Download paper

  11. Corporate Debt Maturity Choice in Transition Financial Markets. (2008). Tsapin, Andriy ; Talavera, Oleksandr ; Stephan, Andreas.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp784.

    Full description at Econpapers || Download paper

  12. The Effects of Short-Term Liabilities on Profitability: The Case of Germany. (2007). Talavera, Oleksandr ; Schäfer, Dorothea ; Baum, Christopher.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:61.

    Full description at Econpapers || Download paper

  13. The Determinants of the Debt Maturity Decision for Real Estate Investment Trusts. (2007). HIGHFIELD, MICHAEL J. ; ROSKELLEY, KENNETH D. ; Zhao, Fang.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:29:n:2:2007:p:173-200.

    Full description at Econpapers || Download paper

  14. Financial Reforms, Financial Openness, and Corporate Borrowing: International Evidence. (2007). Detragiache, Enrica ; Agca, Senay ; de Nicolo, Gianni.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/186.

    Full description at Econpapers || Download paper

  15. The Effects of the Bank-Internal Ratings on the Loan Maturity. (2007). Talavera, Oleksandr ; Schäfer, Dorothea ; Fedorenko, Nataliya ; Schafer, Dorothea.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp704.

    Full description at Econpapers || Download paper

  16. The Effects of Short-Term Liabilities on Profitability: A Comparison of German and US Firms. (2007). Talavera, Oleksandr ; Schäfer, Dorothea ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:636.

    Full description at Econpapers || Download paper

  17. The financing structure of non-listed firms. (2006). Hol, Suzan ; van der Wijst, Nico .
    In: Discussion Papers.
    RePEc:ssb:dispap:468.

    Full description at Econpapers || Download paper

  18. An Integrated Model of Debt Issuance, Refunding, and Maturity. (2006). Gupta, Manak ; Lee, Alice.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:2:p:177-199.

    Full description at Econpapers || Download paper

  19. The Effects of Short-Term Liabilities on Profitability: The Case of Germany. (2006). Talavera, Oleksandr ; Schäfer, Dorothea ; Baum, Christopher ; Schafer, Dorothea.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp635.

    Full description at Econpapers || Download paper

  20. Legal effectiveness and external capital : the role of foreign debt. (2005). Klapper, Leora ; Brown, Gregory W. ; Allayannis, George.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3530.

    Full description at Econpapers || Download paper

  21. Determinants of corporate debt structure in a privately dominated debt market: a study of the Spanish capital market. (2005). Ojah, Kalu ; Manrique, Justo.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:7:p:455-468.

    Full description at Econpapers || Download paper

  22. Impacts of equity financing on liquidity position of a firm. (2005). Mehar, Muhammad Ayub.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:6:p:425-438.

    Full description at Econpapers || Download paper

  23. Do nonfinancial firms use interest rate derivatives to hedge?. (2005). Sharpe, Steven ; Covitz, Daniel .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-39.

    Full description at Econpapers || Download paper

  24. Capital Structure, Credit Risk, and Macroeconomic Conditions. (2005). Miao, Jianjun ; Hackbarth, Dirk ; Morellec, Erwan.
    In: Boston University - Department of Economics - Macroeconomics Working Papers Series.
    RePEc:bos:macppr:wp2005-005.

    Full description at Econpapers || Download paper

  25. An Empirical Investigation of Debt Contract Design: The Determinants of the Choice of Debt Terms in Eurobond Issues. (2004). Linn, Scott ; Maria do Rosario Correia, ; Marshall, Andrew.
    In: FEP Working Papers.
    RePEc:por:fepwps:148.

    Full description at Econpapers || Download paper

  26. Macroeconomic Volatility and endogenous debt maturity choice. (2004). Kharroubi, Enisse.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:22.

    Full description at Econpapers || Download paper

  27. Debt maturity, risk, and asymmetric information. (2004). Frame, W ; Espinosa-Vega, Marco ; Berger, Allen ; Miller, Nathan H..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2004-60.

    Full description at Econpapers || Download paper

  28. Debt maturity, risk, and asymmetric information. (2004). Frame, W ; Espinosa-Vega, Marco ; Berger, Allen ; Miller, Nathan H..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-32.

    Full description at Econpapers || Download paper

  29. Are Bond Covenants Priced?. (2004). Roberts, Michael ; Bradley, Michael.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:7.

    Full description at Econpapers || Download paper

  30. The Determinants of Capital Structure: Evidence from an Economy without Stock Market. (2004). Munyo, Ignacio.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:267.

    Full description at Econpapers || Download paper

  31. DETERMINANTS OF THE FIRM’S CAPITAL STRUCTURE - THE CASE OF THE VERY SMALL ENTERPRISES. (2003). Barbosa, Evaldo ; CRISTIANA DE CASTRO MORAES, .
    In: Finance.
    RePEc:wpa:wuwpfi:0302001.

    Full description at Econpapers || Download paper

  32. Determinants of the collateralization of credit by small firms. (2003). Hulburt, Heather M. ; Scherr, Frederick C..
    In: Managerial and Decision Economics.
    RePEc:wly:mgtdec:v:24:y:2003:i:6-7:p:483-501.

    Full description at Econpapers || Download paper

  33. The Debt-Maturity Structure of Small Firms in a Creditor-Oriented Environment. (2003). Ooghe, Hubert ; Heyman, Dries ; Deloof, M..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:03/197.

    Full description at Econpapers || Download paper

  34. Callable Bonds and Hedging. (2002). Unal, Haluk ; Prabhala, N. R. ; Guntay, Levent.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-13.

    Full description at Econpapers || Download paper

  35. Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects. (2002). Weisbach, Michael ; Parrino, Robert ; Poteshman, Allen M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8763.

    Full description at Econpapers || Download paper

  36. The value of banking relationships during a financial crisis: evidence from failures of Japanese banks. (2002). Genay, Hesna ; Hunter, William Curt ; Kaufman, George G. ; Brewer, Elijah.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-02-20.

    Full description at Econpapers || Download paper

  37. The value of banking relationships during a financial crisis: evidence from failures of Japanese banks. (2002). Genay, Hesna ; Hunter, William Curt ; Kaufman, George G. ; Brewer, Elijah.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2002:i:sep:x:6.

    Full description at Econpapers || Download paper

  38. The Costs, Wealth Effects, and Determinants of International Capital Raising: Evidence from Public Yankee Bonds. (2001). Puthenpurackal, John J. ; MILLER, DARIUS P..
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-445.

    Full description at Econpapers || Download paper

  39. The uniqueness of short-term collateralization. (2001). Klapper, Leora.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2544.

    Full description at Econpapers || Download paper

  40. The Modigliani and Miller Theorem and Market Efficiency. (2001). Titman, Sheridan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8641.

    Full description at Econpapers || Download paper

  41. The Effect of Capital Structure When Expected Agency Costs are Extreme. (2001). Lins, Karl ; Harvey, Campbell ; Roper, Andrew H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8452.

    Full description at Econpapers || Download paper

  42. Imputation Methods for Incomplete Dependent Variables in Finance. (2000). Kofman, Paul ; Sharpe, Ian.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0409.

    Full description at Econpapers || Download paper

  43. Determinantes del plazo de endeudamiento de las empresas españolas. (1999). Cuñat, Vicente.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:23:y:1999:i:3:p:351-392.

    Full description at Econpapers || Download paper

  44. Temporal Resolution of Uncertainty and Corporate Debt Yields: an Empirical Investigation. (1999). Reisz, Alexander.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-043.

    Full description at Econpapers || Download paper

  45. Le choix du type et de la maturité de la dette par les firmes françaises. (1999). Nekhili, Mehdi.
    In: Working Papers CREGO.
    RePEc:dij:wpfarg:0990901.

    Full description at Econpapers || Download paper

  46. Access to long term debt and effects of firms performance : lessons from Ecudaor. (1997). Schiantarelli, Fabio ; Jaramillo, Fidel.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1725.

    Full description at Econpapers || Download paper

  47. The maturity structure of debt : determinants and effects on firmsperformance - evidence from the United Kingdom and Italy. (1997). Sembenelli, Alessandro ; Schiantarelli, Fabio.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1699.

    Full description at Econpapers || Download paper

  48. The Determinants and Implications of Corporate Cash Holdings. (1997). Stulz, René ; Opler, Tim ; Williamson, Rohan ; Pinkowitz, Lee.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6234.

    Full description at Econpapers || Download paper

  49. Debt maturity and the use of interest rate derivatives by non-financial firms. (1996). Sharpe, Steven ; Post, Mitch ; Fenn, George W..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-36.

    Full description at Econpapers || Download paper

  50. Debt Maturity and the Characteristics of Ownership Structure: An Empirical Investigation of UK Firms. (). Marchica, Maria-Teresa.
    In: Discussion Papers.
    RePEc:yor:yorken:05/29.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:16:37 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.