Does Short-Term Debt Increase Vulnerability to Crisis? Evidence from the East Asian Financial Crisis

A-Tier
Journal: Journal of International Economics
Year: 2013
Volume: 89
Issue: 2
Pages: 485-494

Authors (2)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Does short-term debt increase vulnerability to financial crisis, or does short-term debt reflect – rather than cause – the incipient crisis? We study the role that short-term debt played in the collapse of the East Asian financial sector in 1997–1998. We alleviate concerns about the endogeneity of short-term debt by using long-term debt obligations that matured during the crisis. We find that debt obligations issued at least three years before the crisis had a negative, albeit sometimes insignificant, effect on the probability of failure. Our results are consistent with the view that short-term debt reflects, rather than causes, distress in financial institutions.

Technical Details

RePEc Handle
repec:eee:inecon:v:89:y:2013:i:2:p:485-494
Journal Field
International
Author Count
2
Added to Database
2026-01-24