That's how we roll: An experiment on rollover risk

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2018
Volume: 145
Issue: C
Pages: 495-510

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

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

Abstract

We design a continuous-time experiment to study how different short-term credit maturities interact with the state of the economy. We find that, when the economy is in a boom, long maturities stabilize the credit market. Yet, when in a downturn, such maturities increase the likelihood of credit freezes. This result has important regulatory implications, as it suggests that a policy aimed at reducing maturity mismatch in short-term credit markets might backfire during a recession.

Technical Details

RePEc Handle
repec:eee:jeborg:v:145:y:2018:i:c:p:495-510
Journal Field
Theory
Author Count
1
Added to Database
2026-01-24