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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Duarte, F. D., Gama, A. P. M. & Gulamhussen, M. A. (2020). Credit risk, owner liability and bank loan maturities during the global financial crisis. European Financial Management. 26 (3)
Exportar Referência (IEEE) 
F. D. Duarte et al.,  "Credit risk, owner liability and bank loan maturities during the global financial crisis", in European Financial Management, vol. 26, no. 3, 2020
Exportar BibTeX 
@article{duarte2020_1713934084538,
	author = "Duarte, F. D. and Gama, A. P. M. and Gulamhussen, M. A.",
	title = "Credit risk, owner liability and bank loan maturities during the global financial crisis",
	journal = "European Financial Management",
	year = "2020",
	volume = "26",
	number = "3",
	doi = "10.1111/eufm.12239",
	url = "https://onlinelibrary.wiley.com/doi/abs/10.1111/eufm.12239"
}
Exportar RIS 
TY  - JOUR
TI  - Credit risk, owner liability and bank loan maturities during the global financial crisis
T2  - European Financial Management
VL  - 26
IS  - 3
AU  - Duarte, F. D.
AU  - Gama, A. P. M.
AU  - Gulamhussen, M. A.
PY  - 2020
SN  - 1354-7798
DO  - 10.1111/eufm.12239
UR  - https://onlinelibrary.wiley.com/doi/abs/10.1111/eufm.12239
AB  - We relate credit risk and owners’ personal guarantees to bank loan maturities during the global financial crisis. The findings, which remain robust to reverse causality, show that firms rated as low risk, with a strong relationship with the bank, whose owners provided personal guarantees and with large loan sizes obtained longer maturities. Banks with larger nonperforming loans provided loans with shorter maturities. Firms with low and high risk ratings that provided owners’ personal guarantees obtained longer maturities. These findings shed additional light on the relationship between risk and loan maturities and the role of personal guarantees in reducing information asymmetries.
ER  -