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How sensitive is corporate debt to swings in commodity prices?
Pablo Donders
, Mauricio Jara
,
Rodrigo Wagner
Research output
:
Contribution to journal
›
Article
›
peer-review
12
Scopus citations
Overview
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Keyphrases
Commodity Prices
100%
Corporate Debt
100%
Price Change
50%
Short Maturity
50%
Stock Returns
25%
Long Maturity
25%
Debt Financing
25%
Commodity Shocks
25%
Price Variation
25%
Hedging
25%
Systemic Risk
25%
Global Sample
25%
Corporate Bonds
25%
Yield to Maturity
25%
Shiller
25%
Bust
25%
Hedging Derivatives
25%
Sustainability Risk
25%
Price Drop
25%
Economics, Econometrics and Finance
Hedging
100%
Corporate Debt
100%
Finance
50%
Capital Market Returns
50%
Corporate Bond
50%
INIS
prices
100%
commodities
100%
sensitivity
30%
variations
20%
yields
10%
stocks
10%
sustainability
10%
risks
10%
dollars
10%
amplification
10%