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The Aggregate Dynamics of Capital Structure and Macroeconomic Risk

https://doi.org/10.1093/rfs/hhq075
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Asset returns and intertemporal preferences
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The equity premium and the risk-free rate
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Optimal capital structure
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Capital structure, credit risk, and macroeconomic conditions
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Multi-period corporate default prediction with stochastic covariates
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Multifrequency news and stock returns☆
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Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆
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Multifrequency jump-diffusions: An equilibrium approach
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Bankruptcy auctions: costs, debt recovery, and firm survival
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Capital structure choice: macroeconomic conditions and financial constraints
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Agency, Information and Corporate Investment
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Credit Cycles
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An EBIT‐Based Model of Dynamic Capital Structure
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Capital Structure and Stock Returns
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Consumption Strikes Back? Measuring Long‐Run Risk
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Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs
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Stock Market Risk and Return: An Equilibrium Approach
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Can Managerial Discretion Explain Observed Leverage Ratios?
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Financial Constraints Risk
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Asset Pricing Implications of Firms’ Financing Constraints
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Financial Constraints, Asset Tangibility, and Corporate Investment
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Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle
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The Cash Flow Sensitivity of Cash
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Debt Dynamics
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Do Firms Rebalance Their Capital Structures?
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Common Failings: How Corporate Defaults Are Correlated
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How Costly Is External Financing? Evidence from a Structural Estimation
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Credit Risk
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Correlation in Corporate Defaults: Contagion or Conditional Independence?
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Recovery Rates and Macroeconomic Conditions: The Role of Loan Covenants
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The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
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Structural Models of Credit Risk are Useful: Evidence from Hedge Ratios on Corporate Bonds
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How Big are the Tax Benefits of Debt?
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Asset Prices in an Exchange Economy
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Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms
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Cross-Sectional Efficiency and Labour Hoarding in a Matching Model of Unemployment
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Irreversibility and Aggregate Investment
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Stochastic Differential Utility
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On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
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Financing Constraints and Corporate Investment
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The Equity Premium and the Risk Free Rate: Matching the Moments
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Capital-Market Imperfections and Investment

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads
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Intermediary Leverage Cycles and Financial Stability
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Testing Dynamic Tradeoff Theory
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Learning, Optimal Default, and the Pricing of Distress Risk
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The Leverage Ratchet Effect
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Zero Leverage and The Value in Waiting to Issue Debt
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Fire-sale Spillovers and Systemic Risk
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Stock Return Volatility and Capital Structure Decisions
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The Agency Credit Spread
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Determinants of Capital Structure in Non-Financial Companies
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Capital Structure and Systematic Risk
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Sovereign Credit Risk and Capital Structure
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U.S. Banking Sector Operational Losses and the Macroeconomic Environment
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Equilibrium Asset Pricing with Leverage and Default
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Industry Competition, Credit Spreads, and Levered Equity Returns
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Does Bankss Systemic Importance Affect Their Capital Structure Adjustment Process?
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Leverage and Coverage Ratios
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A Model for Strategic Choice of Location
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Macroeconomic Risk, Investor Preferences, and Sovereign Credit Spreads
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Evolution of Debtor Rights
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Low Inflation: High Default Risk and High Equity Valuations
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Large Shareholders and Financial Distress
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Corporate Governance and Long-Run Risk Premia
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Cost of Carry, Financial Constraints, and the Dynamics of Corporate Cash Holdings
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The Dynamics of Corporate Debt Structure
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Corporate Investment and Financing over the Industry Business Cycle
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Learning, Active Investors, and the Returns of Financially Distressed Firms
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Institutional Corporate Bond Demand
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Inflation Risk and the Finance-Growth Nexus
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Macro uncertainties and tests of capital structure theories across renewable and non-renewable resource companies
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Financial Decisions Involving Credit Default Swaps Over the Business Cycle
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Nonlinear Effects of Deviation from Target Leverage
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Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure
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Reality and the Priority of Capital Structure
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State Fiscal Policy and Municipal Credit Risk Premia
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Banking Sector Consolidation and Corporate Financial Policies
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Investment, Uncertainty, and U-Shaped Return Volatilities
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Leverage Dynamics and Learning about Economic Crises
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Banking Sector Consolidation, Banking Relationships and Corporate Financial Policies
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Macroeconomic risks and capital structure adjustment speed: The Chinese evidence
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Stress Testing Corporate Earnings of US Companies
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Modigliani–Miller Proposition and Trade-off Theory
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Capital Structure Choice and Firm’s “Quality”
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A Note on the Employment Dynamics of Credit-Constrained Small- and Medium-sized Enterprises
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Modigliani-Miller Proposition and Trade-off Theory
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Capital Structure Choice and Firm’s “Quality”
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Equity and Debt Financing Strategies to Fuel Global Business Operations During Crisis
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Capital structure adjustments: Do macroeconomic and business risks matter?
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Robust leverage dynamics without commitment
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Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies
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Corporate taxes, capital structure, and valuation: Combining Modigliani/Miller and Miles/Ezzell
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Fundamentals, real-time uncertainty and CDS index spreads
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Risk-free vs risky components of debt
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Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents
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Security issuance decisions, idiosyncratic risk, and macroeconomic dynamics
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Valuation with mixed financing strategies
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Uncertainty and leverage nexus: does trade credit matter?
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Real options game over the business cycle
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Bank loan supply shocks and leverage adjustment
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Does the external environment matter for the persistence of firms' debt policy?
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Economic forecast and corporate leverage choices: The role of the institutional environment
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External growth opportunities and a firm's financing policy
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Ambiguity and capital structure adjustments
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SME financing with new credit guarantee contracts over the business cycle
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Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk
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Time-varying risk aversion and capital Structure: An overlooked effect
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Controlling shareholders’ portfolio composition and firm leverage
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Industry membership and capital structure dynamics in the UK
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Robust solvency, identification, and capital structure under ambiguity
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The impact of assets-in-place on corporate financing and investment decisions
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2018.09.010openalex-snapshot
Zero leverage and the value in waiting to have debt
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2018.10.016openalex-snapshot
Macroeconomic conditions, financial constraints, and firms’ financing decisions
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2017.03.007openalex-snapshot
Political environment, financial intermediation costs, and financing patterns
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2017.05.007openalex-snapshot
The impact of interest rates on firms' financing policies
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2021.102016openalex-snapshot
How common are credit-less recoveries? Firm-level evidence on the role of financial markets in crisis recovery
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2022.102216openalex-snapshot
Cost of carry, financial constraints, and dynamics of corporate cash holdings
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2022.102228openalex-snapshot
Selling durables: Financial flexibility for limited cost pass-through
inferred← citeshttps://doi.org/10.1016/j.jcorpfin.2023.102416openalex-snapshot
Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks
inferred← citeshttps://doi.org/10.1016/j.jebo.2021.12.022openalex-snapshot
Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment
inferred← citeshttps://doi.org/10.1016/j.jedc.2024.104830openalex-snapshot
Financial decisions involving credit default swaps over the business cycle
inferred← citeshttps://doi.org/10.1016/j.jedc.2025.105157openalex-snapshot
The role of external habits and preference heterogeneity in the equity term structure
inferred← citeshttps://doi.org/10.1016/j.jet.2014.09.021openalex-snapshot
Credit market frictions and capital structure dynamics
inferred← citeshttps://doi.org/10.1016/j.jfi.2017.08.005openalex-snapshot
Liquidity Policies and Systemic Risk
inferred← citeshttps://doi.org/10.1016/j.jfineco.2011.01.011openalex-snapshot
Corporate bond default risk: A 150-year perspective
inferred← citeshttps://doi.org/10.1016/j.jfineco.2011.08.014openalex-snapshot
Institutional determinants of capital structure adjustment speeds
inferred← citeshttps://doi.org/10.1016/j.jfineco.2011.10.014openalex-snapshot
Limited arbitrage between equity and credit markets
inferred← citeshttps://doi.org/10.1016/j.jfineco.2012.08.017openalex-snapshot
Growth options, macroeconomic conditions, and the cross section of credit risk
inferred← citeshttps://doi.org/10.1016/j.jfineco.2014.07.010openalex-snapshot
Refinancing, profitability, and capital structure
inferred← citeshttps://doi.org/10.1016/j.jfineco.2015.09.007openalex-snapshot
The expected cost of default
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.07.001openalex-snapshot
Leverage dynamics over the business cycle
inferred← citeshttps://doi.org/10.1016/j.jfineco.2018.03.009openalex-snapshot
Flexible prices and leverage
inferred← citeshttps://doi.org/10.1016/j.jfineco.2018.05.008openalex-snapshot
Financing as a supply chain: The capital structure of banks and borrowers
inferred← citeshttps://doi.org/10.1016/j.jfineco.2019.03.009openalex-snapshot
Government debt and corporate leverage: International evidence
inferred← citeshttps://doi.org/10.1016/j.jfineco.2020.09.002openalex-snapshot
Systematic risk, debt maturity, and the term structure of credit spreads
inferred← citeshttps://doi.org/10.1016/j.jfineco.2021.06.021openalex-snapshot
Do real estate values boost corporate borrowing? Evidence from contract-level data
inferred← citeshttps://doi.org/10.1016/j.jfineco.2021.07.008openalex-snapshot
The Maturity Premium
inferred← citeshttps://doi.org/10.1016/j.jfineco.2021.10.001openalex-snapshot
A unified model of distress risk puzzles
inferred← citeshttps://doi.org/10.1016/j.jfineco.2022.04.003openalex-snapshot
Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?
inferred← citeshttps://doi.org/10.1016/j.jfineco.2022.07.003openalex-snapshot
Sovereign risk premia and global macroeconomic conditions
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2011.05.009openalex-snapshot
Monetary policy and corporate default discussion
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2011.05.010openalex-snapshot
Monetary policy and corporate default
inferred← citeshttps://doi.org/10.1016/j.najef.2017.03.005openalex-snapshot
Estimating the elasticity of intertemporal substitution with leverage
inferred← citeshttps://doi.org/10.1016/j.najef.2023.101916openalex-snapshot
Macroeconomic conditions and investment stimuli
inferred← citeshttps://doi.org/10.1016/j.najef.2023.101917openalex-snapshot
Cyclical capital structure decisions
inferred← citeshttps://doi.org/10.1016/j.pacfin.2020.101359openalex-snapshot
Related Guarantee and Implicit Tunneling
inferred← citeshttps://doi.org/10.1016/j.ribaf.2019.04.006openalex-snapshot
Does uncertainty influence the leverage-investment association in Chinese firms?
inferred← citeshttps://doi.org/10.1016/j.ribaf.2021.101483openalex-snapshot
The financial conservatism of firms in emerging economies
inferred← citeshttps://doi.org/10.1016/j.rie.2017.05.003openalex-snapshot
Measuring the financial soundness of U.S. firms, 1926–2012
inferred← citeshttps://doi.org/10.1017/s0022109016000776openalex-snapshot
Sovereign Default Risk and the U.S. Equity Market
inferred← citeshttps://doi.org/10.1017/s0022109023001321openalex-snapshot
Firm Size, Capital Investment, and Debt Financing over Industry Business Cycles
inferred← citeshttps://doi.org/10.1017/s0022109025102512openalex-snapshot
Price Rigidities and Credit Risk
inferred← citeshttps://doi.org/10.1017/s136510052300007xopenalex-snapshot
R&D finance and economic growth: a Schumpeterian model with endogenous financial structures
inferred← citeshttps://doi.org/10.1080/00036846.2019.1591602openalex-snapshot
Distress cost and corporate financing policy: evidence from the equity options market
inferred← citeshttps://doi.org/10.1080/00036846.2025.2465841openalex-snapshot
The role of cash flow volatility in capital structure dynamics
inferred← citeshttps://doi.org/10.1080/1351847x.2021.2022509openalex-snapshot
Recent advances and future directions in macro-finance: macroeconomic conditions and corporate decisions
inferred← citeshttps://doi.org/10.1080/15339114.2014.985458openalex-snapshot
Response of Stock Markets to Monetary Policy: The Tehran Stock Market Perspective
inferred← citeshttps://doi.org/10.1080/1540496x.2018.1553158openalex-snapshot
On the Mystery of Financial Conservatism: Insights from Pakistan
inferred← citeshttps://doi.org/10.1080/23322039.2023.2210364openalex-snapshot
Financial shock and the United States multinational and domestic corporations leverage
inferred← citeshttps://doi.org/10.1093/rapstu/ras011openalex-snapshot
How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
inferred← citeshttps://doi.org/10.1093/rcfs/cfac036openalex-snapshot
Capital Structure and the Yield Curve
inferred← citeshttps://doi.org/10.1093/restud/rdaf108openalex-snapshot
Inflation Risk and the Finance-Growth Nexus
inferred← citeshttps://doi.org/10.1093/restud/rdag098openalex-snapshot
Equity Frictions and Firm Ownership
inferred← citeshttps://doi.org/10.1093/rfs/hhac021openalex-snapshot
High Inflation: Low Default Risk and Low Equity Valuations
inferred← citeshttps://doi.org/10.1093/rfs/hhaf067openalex-snapshot
Institutional Corporate Bond Pricing
inferred← citeshttps://doi.org/10.1093/rfs/hhq039openalex-snapshot
Temporary versus Permanent Shocks: Explaining Corporate Financial Policies
inferred← citeshttps://doi.org/10.1093/rfs/hhs091openalex-snapshot
A Market-Based Study of the Cost of Default
inferred← citeshttps://doi.org/10.1093/rfs/hht016openalex-snapshot
Issuer Quality and Corporate Bond Returns
inferred← citeshttps://doi.org/10.1093/rfs/hhv022openalex-snapshot
On Bounding Credit-Event Risk Premia
inferred← citeshttps://doi.org/10.1093/rfs/hhy018openalex-snapshot
Agency Conflicts around the World
inferred← citeshttps://doi.org/10.1093/rfs/hhy039openalex-snapshot
Interest Rate Risk Management in Uncertain Times
inferred← citeshttps://doi.org/10.1093/rfs/hhy066openalex-snapshot
Macroeconomic Risk and Idiosyncratic Risk-taking
inferred← citeshttps://doi.org/10.1093/rfs/hhy099openalex-snapshot
Firm Financing over the Business Cycle
inferred← citeshttps://doi.org/10.1093/rof/rfv046openalex-snapshot
Changing Risk Perception and the Time-Varying Price of Risk
inferred← citeshttps://doi.org/10.1093/rof/rfx040openalex-snapshot
Financing Asset Sales and Business Cycles
inferred← citeshttps://doi.org/10.1093/rof/rfy020openalex-snapshot
Labor and Capital Dynamics Under Financing Frictions
inferred← citeshttps://doi.org/10.1108/ijmf-08-2017-0156openalex-snapshot
Macroeconomic uncertainty, corporate governance and corporate capital structure
inferred← citeshttps://doi.org/10.1108/jcms-10-2020-0042openalex-snapshot
Leverage and firm performance: new evidence on the role of economic sentiment using accounting information
inferred← citeshttps://doi.org/10.1108/jeas-11-2020-0193openalex-snapshot
Does bank affiliation affect firm capital structure? Evidence from a financial crisis
inferred← citeshttps://doi.org/10.1108/jfep-05-2024-0121openalex-snapshot
Oil price uncertainty and capital structure dynamics
inferred← citeshttps://doi.org/10.1108/jfra-10-2025-0836openalex-snapshot
Macroeconomic uncertainty and cost stickiness: evidence from Vietnam
inferred← citeshttps://doi.org/10.1108/mf-02-2013-0049openalex-snapshot
Firm external financing decisions: explaining the role of risks
inferred← citeshttps://doi.org/10.1111/abac.12274openalex-snapshot
Disentangling Sentiment from Cyclicality in Firm Capital Structure
inferred← citeshttps://doi.org/10.1111/ajes.12502openalex-snapshot
Valuation effects of earnings management on hotel firm value
inferred← citeshttps://doi.org/10.1111/ajes.12528openalex-snapshot
How hotel firm value fluctuates with alternative leveraging strategies
inferred← citeshttps://doi.org/10.1111/ecin.12042openalex-snapshot
THE RESPONSE OF FIRMS' LEVERAGE TO RISK: EVIDENCE FROM UK PUBLIC VERSUS NONPUBLIC MANUFACTURING FIRMS
inferred← citeshttps://doi.org/10.1111/fima.12266openalex-snapshot
Required return on equity when capital structure is dynamic
inferred← citeshttps://doi.org/10.1111/jfir.12438openalex-snapshot
Variance of deviation from optimal leverage
inferred← citeshttps://doi.org/10.1111/jmcb.12661openalex-snapshot
U.S. Banking Sector Operational Losses and the Macroeconomic Environment
inferred← citeshttps://doi.org/10.1111/jofi.12588openalex-snapshot
The Leverage Ratchet Effect
inferred← citeshttps://doi.org/10.1111/jofi.12588/fullopenalex-snapshot
The Leverage Ratchet Effect
inferred← citeshttps://doi.org/10.1111/jofi.12837openalex-snapshot
Non-Financial Firms as Cross-Market Arbitrageurs
inferred← citeshttps://doi.org/10.1111/jofi.12987openalex-snapshot
Equilibrium Asset Pricing with Leverage and Default
inferred← citeshttps://doi.org/10.1111/jofi.13010openalex-snapshot
Fire‐Sale Spillovers and Systemic Risk
inferred← citeshttps://doi.org/10.1111/twec.13413openalex-snapshot
Does economic state matter for leverage adjustments? An India–China comparison
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