On-balance-sheet duration hedging and firm value
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DOI: 10.1016/j.irfa.2020.101517
Abstract: In this study we consider the determinants and effects of on-balance-sheet duration hedging for non-financial US firms. The difference between the duration of assets and liabilities, or duration gap, is negatively related to growth opportunities,… read more here.
Keywords: sheet duration; balance sheet; duration; value ... See more keywords