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Optimal Debt Dynamics, Issuance Costs, and Commitment. (2020). Ying, Chao ; Benzoni, Luca ; Garlappi, Lorenzo ; Hugonnier, Julien ; Goldstein, Robert S.
In: Working Paper Series.
RePEc:fip:fedhwp:92694.

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Cites: 49

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  1. A unified model of distress risk puzzles. (2022). Strebulaev, Ilya A ; Hackbarth, Dirk ; Chen, Zhiyao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:2:p:357-384.

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  2. The maturity premium. (2022). Zechner, Josef ; Weiss, Patrick ; Chaderina, Maria.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:144:y:2022:i:2:p:670-694.

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  3. Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Yang, Jun ; Xu, YU ; Chen, Hui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:139:y:2021:i:3:p:770-799.

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  4. Leverage Dynamics without Commitment. (2021). He, Zhiguo ; DeMarzo, Peter.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1195-1250.

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References

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  49. Xu, H., 2018, “Scooping Up Own Debt On the Cheap: The Effect Of Corporate Bonds Buyback on Firm’s Credit Condition,” Working Paper, University of Illinois at Urbana Champaign. Optimal Debt Dynamics, Issuance Costs, and Commitment Internet Appendix Luca Benzoni, Lorenzo Garlappi, Robert S. Goldstein, Julien Hugonnier and Chao Ying This Online Appendix contains additional analysis to accompany the manuscript. Section A investigates the firm’s optimal debt issuance policy in the presence of proportional, rather than fixed, debt issuance costs. Section B considers (s, S) policies in which the lower boundary is a debt-repurchase/equity-issuance boundary and compares them to the global-optimal policy of Section 3.1.1 of the main text. Section C derives an approximate formula for the location of the indifference boundary shown in Figure 1 that separates the regions where additional debt issuance is optimal, and where it is not.
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