Dynamic debt issuance with jumps (Q6146113): Difference between revisions

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+https://doi.org/10.1007/s11579-023-00347-7
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+W4388911556
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+Bank Runs, Deposit Insurance, and Liquidity
@@ Property / cites work: Bank Runs, Deposit Insurance, and Liquidity / rank @@
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+Term Structures of Credit Spreads with Incomplete Accounting Information
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+Optimal cash holdings under heterogeneous beliefs
@@ Property / cites work: Optimal cash holdings under heterogeneous beliefs / rank @@
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+When do creditors with heterogeneous beliefs agree to run?
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+A Multiperiod Bank Run Model for Liquidity Risk*
@@ Property / cites work: A Multiperiod Bank Run Model for Liquidity Risk* / rank @@
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+Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model
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+Dynamic Leveraging–Deleveraging Games
@@ Property / cites work: Dynamic Leveraging–Deleveraging Games / rank @@
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+ILLIQUIDITY COMPONENT OF CREDIT RISK - THE 2015 LAWRENCE R. KLEIN LECTURE
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