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Keywords: Rollover risk
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (1): 29–54.
Published: 14 December 2022
...Hyun Soo Doh This paper aims to develop a credit-risk model in which firms face rollover risk, and the markets for defaulted assets are segmented due to entry costs. The paper shows that reducing the entry costs in this economy may decrease the total surplus of the economy. This outcome can arise...

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