Verfügbarkeit: Debt Maturity, Risk, and Asymmetric Information

Debt Maturity, Risk, and Asymmetric Information:

We test the implications of Flannery''s (1986) and Diamond''s (1991) models concerning the effects of risk and asymmetric information in determining debt maturity, and we examine the overall importance of informational asymmetries in debt maturity choices. We employ data on over...

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1. Verfasser:	Espinosa-Vega, Marco (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2005
Schriftenreihe:	IMF Working Papers Working Paper No. 05/201
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	We test the implications of Flannery''s (1986) and Diamond''s (1991) models concerning the effects of risk and asymmetric information in determining debt maturity, and we examine the overall importance of informational asymmetries in debt maturity choices. We employ data on over 6,000 commercial loans from 53 large U.S. banks. Our results for low-risk firms are consistent with the predictions of both theoretical models, but our findings for high-risk firms conflict with the predictions of Diamond''s model and with much of the empirical literature. Our findings also suggest a strong quantitative role for asymmetric information in explaining debt maturity
Beschreibung:	1 Online-Ressource (41 p)
ISBN:	1451862202 9781451862201

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spelling	Espinosa-Vega, Marco Verfasser aut Debt Maturity, Risk, and Asymmetric Information Espinosa-Vega, Marco Washington, D.C International Monetary Fund 2005 1 Online-Ressource (41 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 05/201 We test the implications of Flannery''s (1986) and Diamond''s (1991) models concerning the effects of risk and asymmetric information in determining debt maturity, and we examine the overall importance of informational asymmetries in debt maturity choices. We employ data on over 6,000 commercial loans from 53 large U.S. banks. Our results for low-risk firms are consistent with the predictions of both theoretical models, but our findings for high-risk firms conflict with the predictions of Diamond''s model and with much of the empirical literature. Our findings also suggest a strong quantitative role for asymmetric information in explaining debt maturity Online-Ausg Berger, Allen N. Sonstige oth Frame, W. Scott Sonstige oth Miller, Nathan H. Sonstige oth http://elibrary.imf.org/view/IMF001/01567-9781451862201/01567-9781451862201/01567-9781451862201.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Espinosa-Vega, Marco Debt Maturity, Risk, and Asymmetric Information
title	Debt Maturity, Risk, and Asymmetric Information
title_auth	Debt Maturity, Risk, and Asymmetric Information
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title_full	Debt Maturity, Risk, and Asymmetric Information Espinosa-Vega, Marco
title_fullStr	Debt Maturity, Risk, and Asymmetric Information Espinosa-Vega, Marco
title_full_unstemmed	Debt Maturity, Risk, and Asymmetric Information Espinosa-Vega, Marco
title_short	Debt Maturity, Risk, and Asymmetric Information
title_sort	debt maturity risk and asymmetric information
url	http://elibrary.imf.org/view/IMF001/01567-9781451862201/01567-9781451862201/01567-9781451862201.xml
work_keys_str_mv	AT espinosavegamarco debtmaturityriskandasymmetricinformation AT bergerallenn debtmaturityriskandasymmetricinformation AT framewscott debtmaturityriskandasymmetricinformation AT millernathanh debtmaturityriskandasymmetricinformation

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