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Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk |
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| Authors: | Eva Lütkebohmert Daniel Oeltz Yajun Xiao |
| Affiliation: | 1. Department of Quantitative Finance, University of Freiburg, Platz der Alten Synagoge, 79098 Freiburg, Germany;2. RIVACON GmbH, Friedrichsdorf, Germany;3. Business School, University of Technology Sydney, Sydney, Australia |
| Abstract: | |
| Keywords: | funding liquidity optimal capital structure rollover risk structural credit risk models |