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| 100 |
1 |
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|a Lee, Seung Jung.
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| 245 |
1 |
0 |
|a Risk Taking and Interest Rates.
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| 260 |
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|b International Monetary Fund,
|c 2017.
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| 300 |
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|a 1 online resource
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| 336 |
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|a text
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|a online resource
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|a Print version record.
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|a Cover; Table of Contents; Abstract; 1. Introduction; 2. Literature review; 3. Data; 3.1 Global syndicated loan market; 3.2 U.S. interest rates; 3.3 Loan spreads and ex-ante credit risk; 4. Empirical methodology; 4.1 Syndicate regressions; 4.2 Portfolio regressions; 5. Estimation results; 5.1 Syndicate regressions; 5.2 Portfolio regressions; 6. Conclusions; References; Appendix; Figures; 1. Issuance of corporate bonds and origination of syndicated term loans; 2. U.S. interest rates and pricing of syndicated term loans; 3. Ownership of syndicated term loans at origination and over time.
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| 505 |
8 |
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|a 4. Loan spreads and probabilities of borrower defaultTables; 1. Descriptive statistics for loan pricing regressions; 2. Loan spreads as proxies for ex-ante credit risk; 3. Descriptive statistics for loan portfolio spread regressions; 4. Syndicate regressions: loans made by all lenders to non-U.S. borrowers; 5. Syndicate regressions: loans made by U.S. lenders to non-U.S. borrowers; 6. Syndicate regressions: loans made by non-U.S. lenders to EME borrowers; 7. Portfolio regressions: portfolio of loans made by all lenders to non-U.S. borrowers.
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| 650 |
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0 |
|a Risk
|x Econometric models.
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| 650 |
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7 |
|a BUSINESS & ECONOMICS
|x Economics
|x General.
|2 bisacsh
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| 650 |
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7 |
|a BUSINESS & ECONOMICS
|x Reference.
|2 bisacsh
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| 650 |
|
7 |
|a Risk
|x Econometric models.
|2 fast
|0 (OCoLC)fst01098121
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| 655 |
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| 928 |
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|t Library of Congress classification
|a HB615
|l Online
|c UC-FullText
|u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=1479847
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|i 12450059
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