How Can We Explain the Dynamics in Debt Maturities of Firms ?

Patrice Fontaine and Sujiao Zhao
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Patrice Fontaine: EUROFIDAI - Institut Européen de données financières - ESSEC Business School - CNRS - Centre National de la Recherche Scientifique, CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique
Sujiao Zhao: CERAG - Centre d'études et de recherches appliquées à la gestion - UPMF - Université Pierre Mendès France - Grenoble 2 - CNRS - Centre National de la Recherche Scientifique, EUROFIDAI - Institut Européen de données financières - ESSEC Business School - CNRS - Centre National de la Recherche Scientifique

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Abstract: The current paper examines the driving forces of debt maturity dynamics. This is the first attempt ever made to explain debt maturity dynamics from the perspectives of variations in conventional debt maturity determinants, firm's incentive to approach the target debt maturity and the influence of the existence of exxtreme of extreme debt maturity users.

Keywords: extreme cases; targeting : conventional determinants; debt maturity; dynamics (search for similar items in EconPapers)
Date: 2014
New Economics Papers: this item is included in nep-bec
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-01181200v1
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Published in 2014, 46 p

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-01181200

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