Debt Maturity Structure and Credit Quality

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 2014
Volume: 49
Issue: 4
Pages: 817-842

Authors (3)

Gopalan, Radhakrishnan Song, Fenghua (not in RePEc) Yerramilli, Vijay (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

We examine whether a firm’s debt maturity structure affects its credit quality. Consistent with theory, we find that firms with greater exposure to rollover risk (measured by the amount of long-term debt payable within a year relative to assets) have lower credit quality; long-term bonds issued by those firms trade at higher yield spreads, indicating that bond market investors are cognizant of rollover risk arising from a firm’s debt maturity structure. These effects are stronger among firms with a speculative-grade rating and declining profitability, and during recessions.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:49:y:2014:i:04:p:817-842_00
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25