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Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads.. (1996). Leland, Hayne ; Toft, Klaus Bjerre.
In: Journal of Finance.
RePEc:bla:jfinan:v:51:y:1996:i:3:p:987-1019.

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  2. How do industry tournament incentives affect firm debt maturity?. (2024). Liu, Yixin ; Jiraporn, Pornsit ; Qi, Wanxia.
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  8. Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga.
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  10. Tax incentives and firm financing structures: evidence from China’s accelerated depreciation policy. (2023). Zou, Jingxian ; Shen, Guangjun ; Du, Jiayi.
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  11. Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads. (2023). Goldstein, Robert ; Garlappi, Lorenzo ; Benzoni, Luca.
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  14. Corporate bond liquidity and yield spreads: A review. (2023). Namin, Elmira Shekari ; Goldstein, Michael A.
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  15. Do labor mobility restrictions affect debt maturity?. (2023). Cheng, Mingying ; Huang, HE ; Ee, Mong Shan.
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  20. Macroeconomic conditions, corporate default, and default clustering. (2023). Liu, Lanlan ; Luo, Dan ; Xing, Kai.
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  24. Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago.
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  25. CEO tournament incentives and corporate debt contracting. (2023). Phan, Hieu V ; Nguyen, Nam H ; Huang, DI ; Ghosh, Chinmoy.
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  26. Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors. (2023). Brauner, Claude-Michel ; Liang, Jin ; Dong, Yuchao.
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  27. Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito. (2023). Perillo, Marcelo Fabian.
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  37. Corporate bond yields and returns: a survey. (2022). Heck, Stephanie.
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  38. On the Diversification of Fixed Income Assets. (2022). le Courtois, Olivier.
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  40. Bond funds and credit risk. (2022). Oh, JI ; Dasgupta, Amil ; Choi, Jaewon.
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  42. The impact of rollover restriction on stock price crash risk. (2022). Liu, Haiming ; Wang, Xiaoxiao.
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  45. Bank–firm relationship and loan maturity: Evidence from Japanese SMEs. (2022). Uchida, Hirofumi ; Kachkach, Islam.
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  47. The maturity premium. (2022). Zechner, Josef ; Weiss, Patrick ; Chaderina, Maria.
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  48. Do real estate values boost corporate borrowing? Evidence from contract-level data. (2022). Steiner, Eva ; Kankanhalli, Gaurav ; Connolly, Robert A ; Campello, Murillo.
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  49. Does rollover risk matter to payout policies? Evidence from Japanese listed firms. (2022). Saito, Junyu ; Iwaki, Hiromichi.
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  51. Default risk premium and asset prices. (2022). Fusai, Gianluca ; Corvino, Raffaele.
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  69. Essays on macro-finance and market anomalies. (2021). Tancheva, Z.
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  78. The bank as Grim Reaper: Debt composition and bankruptcy thresholds. (2021). Gordy, Michael B ; Carey, Mark.
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  79. Systematic risk, debt maturity, and the term structure of credit spreads. (2021). Yang, Jun ; Xu, YU ; Chen, Hui.
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  80. Executive Equity Risk-Taking Incentives and Firms’ Choice of Debt Structure. (2021). HASAN, IFTEKHAR ; Saffar, Walid ; Chen, Yangyang ; Zolotoy, Leon.
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  81. Creditors’ holdup, releveraging and the setting of private appropriation in a control contract between shareholders. (2021). Gueguen, Simon ; de la Bruslerie, Hubert.
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  82. Corporate social responsibility and the term structure of CDS spreads. (2021). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Gao, Feng.
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  83. Financial oligopolies and parallel exclusion in the credit default swap markets. (2021). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence.
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  84. Innovative Credit Guarantee Schemes with equity-for-guarantee swaps. (2021). Zhao, Qin ; Zhang, Hai ; Song, Pengcheng.
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  85. The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul.
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  86. Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito, Parte 2. (2021). Perillo, Marcelo F.
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  87. Leverage Dynamics without Commitment. (2021). He, Zhiguo ; DeMarzo, Peter.
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  88. Option?for?guarantee swaps and flexible investment opportunities. (2021). Wang, Chong ; Gan, Liu.
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  89. Corporate commitment to climate change action, carbon risk exposure, and a firms debt financing policy. (2021). Tavakolifar, Mohammad ; Lulseged, Ayalew ; Lemma, Tesfaye T.
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  90. Modelling of Chinese corporate bond default – A machine learning approach. (2021). Zhuo, Zhuyao ; Lu, Zhou.
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  94. The e-monetary theory. (2020). Ngotran, Duong.
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  95. Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach. (2020). Siklos, Pierre ; Gross, Christian.
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  96. Benefits and Costs of Debt : The Dose Makes the Poison. (2020). Ohnsorge, Franziska ; Kose, Ayhan ; Sugawara, Naotaka.
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  97. The Leland–Toft optimal capital structure model under Poisson observations. (2020). Surya, Budhi Arta ; Perez, Jose Luis ; Palmowski, Zbigniew ; Yamazaki, Kazutoshi.
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  98. Doubling Down on Debt: Limited Liability as a Financial Friction. (2020). Pflueger, Carolin ; Szkup, Michal ; Perla, Jesse.
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  99. Leverage Dynamics and Financial Flexibility. (2020). Wang, Neng ; Bolton, Patrick ; Yang, Jinqiang.
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  100. Benefits and Costs of Debt: The Dose Makes the Poison. (2020). Ohnsorge, Franziska ; Kose, Ayhan M ; Sugawara, Naotaka.
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  101. When enough is not enough: bank capital and the Too-Big-To-Fail subsidy. (2020). Imerman, Michael B.
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  102. Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing.
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  103. Structural Pricing of CoCos and Deposit Insurance with Regime Switching and Jumps. (2020). Su, Xiaoshan ; Courtois, Olivier.
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  104. Dynamic Leveraging–Deleveraging Games. (2020). Wissel, Johannes ; Minca, Andreea.
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  105. Optimal Debt Dynamics, Issuance Costs, and Commitment. (2020). Ying, Chao ; Benzoni, Luca ; Garlappi, Lorenzo ; Hugonnier, Julien ; Goldstein, Robert S.
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  106. Taming the dark side of asset liquidity: The role of short-term debt. (2020). Lee, Chun I ; Huang, Henry Hongren.
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  107. Dynamic capital structure under changing market conditions in the oil industry: An empirical investigation. (2020). Uribe, Jorge ; Manotas, Diego F ; Restrepo, Natalia.
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  108. Short-term debt and incentives for risk-taking. (2020). Morellec, Erwan ; della Seta, Marco ; Zucchi, Francesca.
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  109. A general equilibrium theory of banks capital structure. (2020). Gottardi, Piero ; Gale, Douglas.
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  110. The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija.
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  111. Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi.
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  112. Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process. (2020). Surya, B A ; Palmowski, Z.
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  113. A general method for valuing complex capital structures. (2020). Kopeliovich, Yaacov ; Borochin, Paul ; Shea, Kevin.
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  114. Optimal investment and financing with a bank-tax-interaction. (2020). Yang, Jinqiang ; Chen, Biao.
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  115. Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv.
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  116. Growth option, debt maturity and cash reserves with bank-tax-interaction. (2020). Liu, Fengjun ; Chen, Biao ; Luo, Pengfei.
    In: The North American Journal of Economics and Finance.
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  117. Does debt concentration depend on the risk-taking incentives in CEO compensation?. (2020). Vallascas, Francesco ; Tascon, Maria T ; Amor-Tapia, Borja ; Keasey, Kevin ; Castro, Paula.
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  118. The fluctuating maturities of convertible bonds. (2020). Yang, Antti ; Verwijmeren, Patrick.
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  119. Doubling Down on Debt: Limited Liability as a Financial Friction. (2020). Szkup, Michal ; Perla, Jesse ; Pflueger, Carolin.
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  120. Benefits and Costs of Debt: The Dose Makes the Poison. (2020). Kose, Ayhan ; Ohnsorge, Franziska ; Sugawara, Naotaka.
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  121. Optimal Monetary Policy with Heterogeneous Agents. (2020). Thomas, Carlos ; Nuo, Galo.
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  122. Distressed Firm Valuation: A Scenario Discounted Cash Flow Approach. (2020). Fabio, Buttignon.
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  123. A martingale representation theorem and valuation of defaultable securities. (2020). Vanmaele, Michele ; Daveloose, Catherine ; Choulli, Tahir.
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  124. Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele.
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  125. Doubling Down on Debt: Limited Liability as a Financial Friction. (2020). Szkup, Michal ; Perla, Jesse ; Pflueger, Carolin.
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  126. Spanish non-financial corporations’ liquidity needs and solvency after the covid-19 shock. (2020). Mulino, Maristela ; Menendez, Alvaro ; Mayordomo, Sergio ; Blanco, Roberto.
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  127. Las necesidades de liquidez y la solvencia de las empresas no financieras españolas tras la perturbación del Covid-19. (2020). Mulino, Maristela ; Menendez, Alvaro ; Mayordomo, Sergio ; Blanco, Roberto.
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  128. Parisian excursion with capital injection for draw-down reflected Levy insurance risk process. (2020). Zhou, Xiaowen ; Zhao, Xianghua ; Wang, Wenyuan ; Surya, Budhi.
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  129. On the Dependence between Default Risk and Recovery Rates in Structural Models. (2020). Fermanian, Jean-David.
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  130. The e-monetary theory. (2019). Ngotran, Duong.
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  131. The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning.
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  132. The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach. (2019). Tai, Tzu ; Lee, Cheng Few ; Chen, Hong-Yi.
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  133. Economic policy uncertainty, CDS spreads, and CDS liquidity provision. (2019). Xu, Weike ; Wang, Xinjie ; Zhong, Zhaodong.
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  134. Firm Size, Corporate Debt, R&D Activity, and Agency Costs: Exploring Dynamic and Non-Linear Effects. (2019). Miller, Stephen ; Canarella, Giorgio.
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  135. Bond Exchange Offers or Collective Action Clauses?. (2019). Hege, Ulrich ; Mella-Barral, Pierre.
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  136. Credit Risk in Commercial Real Estate Bank Loans : The Role of Idiosyncratic versus Macro-Economic Factors. (2019). Mokas, Dimitris ; Nijskens, Rob.
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  137. The optimal time to make a risky investment under a permanent exit option. (2019). Wang, Junwei ; Li, Qiang ; Chu, Lap Keung ; Ni, Jian.
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  138. Corporate Debt Maturity and the Real Economy. (2019). Yamarthy, Ram .
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  139. Endogenous Debt Maturity: Liquidity Risk vs. Default Risk. (2019). Sanchez, Juan ; Manuelli, Rodolfo.
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  140. Capital Controls and the Cost of Debt. (2019). Valenzuela, Patricio ; Andreasen, Eugenia ; Schindler, Martin.
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  141. Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon.
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  142. Money Runs. (2019). Piacentino, Giorgia ; Donaldson, Jason R.
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  143. A Framework for Debt-Maturity Management. (2019). Nuño Barrau, Galo ; Bigio, Saki ; Passadore, Juan ; Nuo, Galo.
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  144. Non-linear Effects of Ownership Structure, Growth Opportunities and Leverage on Debt Maturity in Chilean Firms. (2019). Veloso, Carmen L ; Sepulveda, Sandra M ; Muoz, Jorge A.
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  145. Default Ambiguity. (2019). Schmidt, Thorsten ; Fadina, Tolulope.
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  146. Long-Term Finance and Investment with Frictional Asset Markets. (2019). Kozlowski, Julian.
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  147. Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads. (2019). Benzoni, Luca ; Goldstein, Robert S ; Garlappi, Lorenzo.
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  148. Obtaining implied volatilities from interest rate differentials: New York from 1900 to 1934. (2019). Simon, Miguel Cantillo.
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  149. Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian.
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  150. Ambiguity and capital structure adjustments. (2019). Chen, Chang-Chih ; Ban, Mingyuan.
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  151. Corporate debt maturity and future firm performance volatility. (2019). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
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  152. Persistence in firm’s asset and equity volatility. (2019). Lovreta, Lidija ; Gonzalez-Pla, Francisco.
    In: Physica A: Statistical Mechanics and its Applications.
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  153. Effect of short-term debt on default risk: Evidence from Pacific Basin countries. (2019). Chiu, Wan-Chien ; Wang, Chih-Wei.
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  154. Explaining CDS prices with Merton’s model before and after the Lehman default. (2019). Marra, Miriam ; Gemmill, Gordon .
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  155. Fiscal consolidations and the cost of credit. (2019). Igan, Deniz ; Aca, Enay .
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  156. The sources of sovereign risk: a calibration based on Lévy stochastic processes. (2019). Villemot, Sébastien ; Carre, Sylvain ; Cohen, Daniel.
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  157. Volatility discovery: Can the CDS market beat the equity options market?. (2019). Lovreta, Lidija ; Forte, Santiago.
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  158. The impact of supply-side factors on corporate leverage. (2019). Rodriguez, Santiago ; Rodriguez-Garcia, Rafael ; Budria, Santiago .
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  159. Investment-cash flow sensitivity and the Bankruptcy Reform Act of 1978. (2019). Quijano, Margot ; Alanis, Emmanuel .
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  160. An endogenous structural credit risk model incorporating with moral hazard and rollover risk. (2019). Hua, Wei ; Niu, Huawei.
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  161. Opaque bank assets and optimal equity capital. (2019). Keppo, Jussi ; Huang, Shan ; Dai, Min.
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  162. Liability of foreignness in capital markets: Institutional distance and the cost of debt. (2019). Bell, Greg R ; Filatotchev, Igor ; Gu, Yiwen ; Rasheed, Abdul A.
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  163. Managerial compensation incentives and corporate debt maturity: Evidence from FAS 123R. (2019). Hong, Jieying.
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  164. The effect of value-added tax on leverage: Evidence from China’s value-added tax reform. (2019). Gong, Yaxian ; Shen, Guangjun ; Zou, Jingxian .
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  165. Bond Funds and Credit Risk. (2019). Dasgupta, Amil ; Choi, Jaewon ; Jimmy, Ji Yeol.
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  166. Money Runs. (2019). Piacentino, Giorgia ; Donaldson, Jason Roderick.
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  167. Bond Exchange Offers or Collective Action Clauses?. (2019). Mella-Barral, Pierre ; Hege, Ulrich.
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  168. A framework for debt-maturity management. (2019). Nuño Barrau, Galo ; Passadore, Juan ; Nuo, Galo ; Bigio, Saki.
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  169. Leverage, Debt Maturity and Corporate Performance: Evidence from Chinese Listed Companies. (2019). Vijayakumaran, Sunitha.
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  170. Optimal valuation of American callable credit default swaps under drawdown. (2019). Surya, Budhi ; Palmowski, Zbigniew.
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  171. The Leland-Toft optimal capital structure model under Poisson observations. (2019). Yamazaki, Kazutoshi ; Surya, Budhi Arta ; Jos'e Luis P'erez, ; Palmowski, Zbigniew.
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  172. A Framework for Debt-Maturity Management. (2019). Nuño Barrau, Galo ; Passadore, Juan ; Nuo, Galo ; Bigio, Saki.
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  173. The variance risk premium and capital structure. (2018). Lotfaliei, Babak.
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  174. How do capital structure and economic regime affect fair prices of bank’s equity and liabilities?. (2018). Zeng, Yan ; Shen, Yang ; Hainaut, Donatien.
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  175. Moral Hazard Effects of Corporate Bond Guarantee Purchases: Empirical Evidence from China. (2018). Jiao, Jian ; Gao, Shansheng ; Zhang, Xueying.
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  176. A General Equilibrium Theory of Capital Structure. (2018). Gottardi, Piero ; Gale, Douglas.
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  177. Dynamic Compensation under Uncertainty Shocks and Limited Commitment. (2018). Feng, Felix.
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  178. The Maturity Rat Race and Short-Termism. (2018). Pimentel, Joana F ; Zhao, Sujiao .
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  179. Dependence of credit spread and macro-conditions based on an alterable structure model. (2018). Zhou, Xiangyun ; Xiao, Zhuang ; Tian, Yixiang ; Xie, Yun.
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  180. Structural GARCH: The Volatility-Leverage Connection. (2018). Engle, Robert ; Siriwardane, Emil N.
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  181. Do FOMC Actions Speak Loudly? Evidence from Corporate Bond Credit Spreads*. (2018). Krehbiel, Timothy L ; Nejadmalayeri, Ali ; Javadi, Siamak.
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  182. Dynamic Dependence and Diversification in Corporate Credit*. (2018). Langlois, Hugues ; Jin, Xisong ; Jacobs, Kris ; Christoffersen, Peter.
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  183. Corporate Credit Risk Premia. (2018). Ferguson, Mark ; Duffie, Darrell ; Douglas, Rohan ; Berndt, Antje.
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  184. Credit Risk Research: Review and Agenda. (2018). Zamore, Stephen ; Hobdari, Bersant ; Alon, Ilan ; Djan, Kwame Ohene.
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  185. Tempered stable structural model in pricing credit spread and credit default swap. (2018). Kim, Young Shin ; Ik, Sung.
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  186. Dynamic Pricing Under Debt: Spiraling Distortions and Efficiency Losses. (2018). Trichakis, Nikolaos ; Iancu, Dan A ; Besbes, Omar.
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  187. Refinancing Risk and Debt Maturity Choice during a Financial Crisis. (2018). Chala, Alemu Tulu.
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  188. On a New Corporate Bond Pricing Model with Potential Credit Rating Change and Stochastic Interest Rate. (2018). Wu, Yuan ; Liang, Jin ; Yin, Hong-Ming.
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  189. Endogenous Debt Maturity: Liquidity Risk vs. Default Risk. (2018). Sanchez, Juan ; Manuelli, Rodolfo.
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  190. The price of project finance loans for highways. (2018). Cruz, Carlos Oliveira ; Sarmento, Joaquim Miranda.
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  191. Liquidity policies and systemic risk. (2018). Adrian, Tobias ; Boyarchenko, Nina.
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  192. Zero leverage and the value in waiting to have debt. (2018). Lotfaliei, Babak.
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  193. Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience. (2018). Bhanot, Karan ; Larsson, Carl F.
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  194. Debt market illiquidity and correlated default risk. (2018). Javadi, Siamak ; Mollagholamali, Mohsen.
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  195. Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets. (2018). Hui, Cho-Hoi ; Chau, Po-Hon ; Lo, Chi-Fai.
    In: The North American Journal of Economics and Finance.
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  196. Capital structure decisions and the optimal design of corporate market debt prograams. (2018). Martellini, Lionel ; Tarelli, Andrea ; Milhau, Vincent .
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  197. The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge.
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  198. Nivel de apalancamiento y estabilidad financiera empresarial: el caso de firmas de Colombia y Argentina. (2018). Gil, Jose Mauricio ; Ocampo, Juan Diego ; Rosso, John William.
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  199. The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge.
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  200. Corporate debt maturity and stock price crash risk. (2018). Dang, Viet ; Zeng, Cheng ; Liu, Yangke ; Lee, Edward.
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  202. ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs. (2017). Levendorski, Sergei.
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  203. Introducing an analytical solution and an improved one-factor gaussian copula model for the pricing of heterogeneous CDOs. (2017). Gao, Xin ; Schafer, Tobias ; Wu, Binlin.
    In: International Journal of Financial Engineering (IJFE).
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  204. Liquidity default, liquidity management and smooth dividends policy. (2017). Liu, BO ; Zhang, Shunchen ; Yang, Jinqiang ; Xu, Qing.
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  205. Analysing the information embedded in the optimal mean–variance weights: CAPM versus Bamberg and Dorfleitner model. (2017). Tarrazon-Rodon, Maria-Antonia ; Montllor-Serrats, Joan ; Bosch-Badia, Maria-Teresa.
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  206. How do Chinese firms adjust their financial leverage: an empirical investigation using multiple GMM models. (2017). Mirza, Sultan Sikandar ; Wang, Man ; Ur, Ajid.
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  207. Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas.
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  208. Interest on reserves and monetary policy of targeting both interest rate and money supply. (2017). Ngotran, Duong .
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  209. The E-Monetary Theory. (2017). Ngotran, Duong.
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  210. The E-Monetary Theory. (2017). Ngotran, Duong.
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  211. GASB mandatory disclosure rules and municipal bond yield spreads. (2017). Wendel, Jeanne ; Nejadmalayeri, Ali ; Chelikani, Surya ; Faircloth, Sheri.
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  212. The joint determinants of cash holdings and debt maturity: the case for financial constraints. (2017). Liao, Rose C ; Brick, Ivan E.
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  213. The economic significance of CDS price discovery. (2017). Fang, Victor ; Chng, Michael T ; Xiang, Vincent.
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  214. Merton Model and Capital Measurement in Commercial Banks: A Case Study of Selected Emerging Countries in Southeast Asia. (2017). Sherafatian-Jahromi, Reza ; Alizadeh, Mohammadreza Janvisloo.
    In: Asia-Pacific Financial Markets.
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  215. Investment, agency conflicts, debt maturity, and loan guarantees by negotiation. (2017). Yang, Zhaojun ; Gan, Liu.
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  216. Environmental Performance and Financing Decisions Impact on Sustainable Financial Development of Chinese Environmental Protection Enterprises. (2017). Chen, Hsing Hung ; Zhang, Kaiquan.
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  217. Optional Defaultable Markets. (2017). Melnikov, Alexander V ; Abdelghani, Mohamed N.
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  218. Capital Structure Arbitrage under a Risk-Neutral Calibration. (2017). Zeitsch, Peter J.
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  219. Equilibrium theory of banks’ capital structure. (2017). Gottardi, Piero ; Gale, Douglas.
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  220. Capital structure theory: Reconsidered. (2017). Ardalan, Kavous.
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  221. Optimal capital structure and credit spread under incomplete information. (2017). Liu, BO ; Yang, Jinqiang ; Peng, Juan.
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  222. Optimal capital structure with moral hazard. (2017). Mu, Congming ; Yang, Jinqiang ; Wang, Anxing .
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  223. Pricing vulnerable options with stochastic volatility. (2017). Wang, Guanying ; Zhou, KE.
    In: Physica A: Statistical Mechanics and its Applications.
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  224. Rollover risk as market discipline: A two-sided inefficiency. (2017). Eisenbach, Thomas M.
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  225. Reading between the ratings: Modeling residual credit risk and yield overlap. (2017). Chang, Charles ; Kao, Chu-Lan Michael ; Fuh, Cheng-Der.
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  226. Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui.
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  227. Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence.
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  228. Real option with liquidity constraints under secondary debt illiquidity risk market. (2017). Xu, Qing ; Yang, Jinqiang.
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  229. Effect of rollover risk on default risk: Evidence from bank financing. (2017). Pea, Juan Ignacio ; Wang, Chih-Wei ; Chiu, Wan-Chien.
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  230. Debt maturity across firm types: Evidence from a major developing economy. (2017). Orman, Cuneyt ; Köksal, Bülent ; Koksal, Bulent .
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  231. Liquidity Policies and Systemic Risk. (2017). Boyarchenko, Nina ; Adrian, Tobias.
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  232. Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas.
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  233. Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula. (2017). Braun, Alexander ; Schreiber, Florian ; Schmeiser, Hato.
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  234. Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach. (2017). Perrakis, Stylianos ; Zhong, Rui.
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  235. Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk. (2017). Ltkebohmert, Eva ; Xiao, Yajun ; Oeltz, Daniel.
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  236. The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi .
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  237. Call it good, bad or no news? The valuation effect of debt issues. (2017). Zhu, Yushu.
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  238. The Interrelationships between REIT Capital Structure and Investment. (2017). Alcock, Jamie ; Steiner, Eva.
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  239. Why Do Overconfident REIT CEOs Issue More Debt? Mechanisms and Value Implications. (2017). Keng, Kelvin Jui .
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  240. Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva.
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  241. Default Contagion with Domino Effect , A First Passage Time Approach. (2017). Akahori, Jiro ; Ha, Hai .
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  242. Corporate Security Prices in Structural Credit Risk Models with Incomplete Information: Extended Version. (2017). Lu, Dan ; Roesler, Lars ; Frey, Ruediger .
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  243. Debt maturity and the dynamics of leverage. (2016). Zechner, Josef ; Dangl, Thomas .
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  244. AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY. (2016). Krehbiel, Tim ; Li, Weiping.
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  245. CAPITAL STRUCTURE AND TAX CONVEXITY WHEN THE MATURITY OF DEBT IS FINITE. (2016). Attaoui, Sami.
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  246. How excessive is banks’ maturity transformation?. (2016). Suarez, Javier ; Segura, Anatoli.
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  247. How excessive is banks’ maturity transformation?. (2016). Suarez, Javier ; Segura, Anatoli.
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  248. Assessing shadow banking – non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Grillet-Aubert, Laurent ; Jackson, Clive ; Haquin, Jean-Baptiste .
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  249. Re-estimation and comparisons of alternative accounting based bankruptcy prediction models for Indian companies. (2016). Singh, Bhanu ; Mishra, Alok.
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  250. The challenge in managing new financial risks: adopting an heuristic or theoretical approach. (2016). Peltre, Nadege ; An, Hoai ; Damel, Pascal.
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  251. An Empirical Study on Capital Structure in Indian Manufacturing Sector. (2016). .
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  252. Debt Runs and the Value of Liquidity Reserves. (2016). Tourre, Fabrice.
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  253. Endogenous Debt Maturity: Liquidity Risk vs. Default Risk. (2016). Sanchez, Juan ; Manuelli, Rodolfo.
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  254. Corporate Debt Maturity and Future Firm Performance Volatility. (2016). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
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  255. Corporate Debt Maturity and Future Firm Performance Volatility. (2016). Vithessonthi, Chaiporn ; Adachi-Sato, Meg.
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  256. Dynamic Debt Maturity. (2016). He, Zhiguo ; Milbradt, Konstantin.
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  257. Measuring sovereign credit risk using a structural model approach. (2016). Wang, Keh Luh ; Shih, Kuanyu ; Lee, Han-Hsing.
    In: Review of Quantitative Finance and Accounting.
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  258. Cash flow volatility and corporate bond yield spreads. (2016). Alan, ; Vetzal, Kenneth R ; Huang, Alan G.
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  259. Credit risk analysis with creditor’s option to extend maturities. (2016). Ikeda, Ryoichi ; Igarashi, Yoske .
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  260. The E-Monetary Theory. (2016). Ngotran, Duong.
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  261. The Role of Sponsors and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2016). Leung, Charles ; Tsang, Desmond ; Ka, Charles ; Kaul, Mayank ; Gao, Yanmin ; Chen, Dong.
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  262. Supply Chain Contract Design Under Financial Constraints and Bankruptcy Costs. (2016). Zhao, Wenhui ; Kouvelis, Panos.
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  263. Exchange Rate Dynamics and US Dollar-denominated Sovereign Bond Prices in Emerging Markets. (2016). Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi.
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  264. COVENANT-LIGHT CONTRACTS AND CREDITOR COORDINATION. (2016). Becker, Bo ; Ivashina, Victoria.
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  265. How do capital structure and economic regime affect fair prices of banks equity and liabilities?. (2016). Zeng, Yan ; Shen, Yan ; Hainaut, Donatien.
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  266. A Note on Realistic Dividends in Actuarial Surplus Models. (2016). Wong, Bernard ; Tu, Vincent ; Avanzi, Benjamin.
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  267. Probability of Default and Default Correlations. (2016). Li, Weiping.
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  268. Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market. (2016). Luo, Yuchen ; Huang, Zhijian.
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  269. The Bank as Grim Reaper : Debt Composition and Bankruptcy Thresholds. (2016). Gordy, Michael ; Carey, Mark S.
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  270. Does geography matter in a geographically small and culturally homogeneous country? Firm location and corporate credit risk. (2016). Chen, Tsung-Kang.
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  271. Pricing equity warrants with a promised lowest price in Merton’s jump–diffusion model. (2016). Zhang, Xili ; Xiao, Weilin.
    In: Physica A: Statistical Mechanics and its Applications.
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  272. The volatility of a firms assets and the leverage effect. (2016). Choi, Jae Won ; Richardson, Matthew.
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  273. Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Liu, Liang-Chih ; Wang, Chuan-Ju ; Dai, Tian-Shyr.
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  274. CEO inside debt and corporate debt maturity structure. (2016). Dang, Viet ; Phan, Hieu V.
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  275. Real option, debt maturity and equity default swaps under negotiation. (2016). Luo, Pengfei ; Yang, Zhaojun ; Gan, Liu .
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  276. Corporate debt maturity in the MENA region: Does institutional quality matter?. (2016). Boubaker, Sabri ; Awartani, Basel ; Maghyereh, Aktham ; Belkhir, Mohamed.
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  277. Business cycle and credit risk modeling with jump risks. (2016). Jang, Bong-Gyu ; Hee, JI ; Rhee, Yuna .
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  278. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:35:y:2016:i:c:p:43-67.

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  279. A dynamic program for valuing corporate securities. (2016). Fakhfakh, Tarek ; Ayadi, Mohamed A ; Ben-Ameur, Hatem .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:2:p:751-770.

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  280. Utility indifference valuation of corporate bond with credit rating migration by structure approach. (2016). Liang, Jin ; Zhang, Xudan ; Zhao, Yuejuan .
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    RePEc:eee:ecmode:v:54:y:2016:i:c:p:339-346.

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  281. The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago .
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  282. How Excessive Is Banks Maturity Transformation?. (2016). Suarez, Javier ; Segura, Anatoli.
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  283. The Pricing of Catastrophe Equity Put Options with Default Risk. (2016). Wang, Xingchun.
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  284. How excessive is banks’ maturity transformation?. (2016). Suarez, Javier ; Segura, Anatoli.
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  285. Optimal monetary policy with heterogeneous agents.. (2016). Thomas, Carlos ; Nuño Barrau, Galo ; Nuo, Galo.
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  286. Equity Option-Implied Probability of Default and Equity Recovery Rate. (2016). Chang, Bo Young ; Orosi, Greg ; Young, BO.
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  287. Predicting probability of default of Indian companies: A market based approach. (2016). Mishra, Alok Kumar ; Singh, Bhanu Pratap .
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    RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:197-204.

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  288. Predicting probability of default of Indian companies: A market based approach. (2016). Mishra, Alok Kumar ; Singh, Bhanu Pratap .
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  289. Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets. (2015). Ericsson, Jan ; Wang, Hao ; Reneby, Joel .
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  290. Optimal default and liquidation with tangible assets and debt renegotiation. (2015). Suzuki, Teruyoshi ; Goto, Makoto.
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    RePEc:wly:revfec:v:27:y:2015:i:1:p:16-27.

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  291. Board Industry Experience, Firm Value, and Investment Behavior. (2015). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David ; Drobetz, Wolfgang.
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  292. Ghost calibration and the pricing of barrier options and CDS in spectrally one-sided Lévy models: the parabolic Laplace inversion method. (2015). BOYARCHENKO, MITYA .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:3:p:421-441.

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  293. Convertible bond valuation in a jump diffusion setting with stochastic interest rates. (2015). Ballotta, Laura ; Kyriakou, Ioannis.
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    RePEc:taf:quantf:v:15:y:2015:i:1:p:115-129.

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  294. Indeterminacy in Sovereign Debt Markets: An Empirical Investigation. (2015). Bocola, Luigi ; Dovis, Alessandro.
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  295. Intermediary Balance Sheets. (2015). Boyarchenko, Nina ; Adrian, Tobias.
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  296. Illiquidity in Sovereign Debt Markets. (2015). Passadore, Juan.
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  297. Diffusing Coordination Risk. (2015). Zhou, Zhen ; Basak, Deepal.
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  298. Structure of Debt Maturity across the Firm Type Spectrum. (2015). Orman, Cuneyt ; Köksal, Bülent ; Bulent, Koksal .
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  299. Default Probability Prediction with Static Merton-D-Vine Copula Model. (2015). Klepa, Vaclav .
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  300. The effect of stochastic interest rates on a firm’s capital structure under a generalized model. (2015). Yang, Chun-Chieh ; Lin, Jun-Biao ; Chang, Chuang-Chang.
    In: Review of Quantitative Finance and Accounting.
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  301. Dynamic optimal capital structure with regime switching. (2015). Shen, Jia ; Elliott, Robert.
    In: Annals of Finance.
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  302. STRUCTURE OF DEBT MATURITY ACROSS FIRM TYPES. (2015). Orman, Cuneyt ; Köksal, Bülent ; Koksal, Bulent .
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  303. On the debt capacity of growth and decay options. (2015). J.-L. PRIGENT, ; LETIFI, N..
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  304. Impact of Macro Shocks on Sovereign Default Probabilities. (2015). Matsumura, Marco S..
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  305. Intermediary leverage cycles and financial stability. (2015). Boyarchenko, Nina ; Adrian, Tobias.
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  306. Corporate asset pricing models and debt contracts. (2015). Janda, Karel ; Dozsa, Martin .
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  307. Optimal default and liquidation with tangible assets and debt renegotiation. (2015). Goto, Makoto ; Suzuki, Teruyoshi .
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  308. The effects of business cycle and debt maturity on a firms investment and default decisions. (2015). Jeon, Haejun ; Nishihara, Michi.
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  309. Two new equity default swaps with idiosyncratic risk. (2015). Yang, Zhaojun ; Zhang, Chunhong .
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  310. Financial sustainability of wind electricity sectors in the Baltic States. (2015). Bobinaite, Viktorija .
    In: Renewable and Sustainable Energy Reviews.
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  311. M&A operations: Further evidence of informed trading in the CDS market. (2015). Vieira, Carlos ; Silva, Paulo ; da Silva, Paulo Pereira .
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  312. Credit market frictions and capital structure dynamics. (2015). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien.
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  313. Performance and determinants of the Merton structural model: Evidence from hedging coefficients. (2015). Barsotti, Flavia ; del Viva, Luca .
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  314. A structural model with Explicit Distress. (2015). Correia, Ricardo ; Poblacion, Javier.
    In: Journal of Banking & Finance.
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  315. Credit spreads and state-dependent volatility: Theory and empirical evidence. (2015). Perrakis, Stylianos ; Zhong, Rui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:215-231.

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  316. Uninsured deposits as a monitoring device: Their impact on bond yields of banks. (2015). Beladi, Hamid ; Alanis, Emmanuel ; Quijano, Margot.
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  317. Robustness of distance-to-default. (2015). Lando, David ; Jessen, Cathrine .
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  318. Credit spreads with dynamic debt. (2015). Das, Sanjiv R. ; Kim, Seoyoung .
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  319. Evaluation and default time for companies with uncertain cash flows. (2015). Hainaut, Donatien.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:61:y:2015:i:c:p:276-285.

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  320. Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:31:y:2015:i:c:p:18-35.

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  321. Operational risk: Emerging markets, sectors and measurement. (2015). Karathanasopoulos, Andreas ; Mitra, Sovan ; Hood, John ; Sermpinis, Georgios ; Dunis, Christian .
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  322. Write-Down Bonds and Capital and Debt Structures. (2015). Attaoui, Sami ; Poncet, Patrice .
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  323. Misrepresentation and capital structure: Quantifying the impact on corporate debt value. (2015). Zhou, Xinghua ; Reesor, Mark R.
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  324. The Role of Sponsor and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore. (2015). Leung, Charles ; Charles Ka Yui Leung, ; Gao, Yanmin ; Kaul, Mayank ; Chen, Dong ; Tsang, Desmond .
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  325. Debt Maturity Structure and Accounting Conservatism. (2015). Khurana, Inder K. ; Wang, Changjiang.
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  326. Time†Varying Credit Risk Discovery in the Stock and CDS Markets: Evidence from Quiet and Crisis Times. (2015). Forte, Santiago ; Lovreta, Lidija.
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  327. Inferring Default Correlation from Equity Return Correlation. (2015). Liu, Sheen ; Xie, Yan Alice ; Shi, Jian ; Qi, Howard.
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  328. Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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  329. Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm. (2015). Gehmlich, Frank ; Schmidt, Thorsten.
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  330. Funding Liquidity, Debt Tenor Structure, and Creditors Belief: An Exogenous Dynamic Debt Run Model. (2015). Liang, Gechun ; Lutkebohmert, Eva ; Wei, Wei.
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  331. How much is too much? Debt capacity and financial flexibility. (2014). Hess, Dieter ; Immenkotter, Philipp .
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  332. Decomposition of country-specific corporate bond spreads. (2014). Dotz, Niko .
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  333. Break-even maturity as a guide to financial distress. (2014). Ellis, Colin.
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  334. Capital Structure Arbitrage revisited. (2014). Wojtowicz, Marcin .
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  335. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2014). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
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  336. The role of sponsor and external management on the capital structure of Asian-Pacific REITs: the case of Australia, Japan, and Singapore. (2014). Leung, Charles ; Tsang, Desmond ; Gao, Yanmin ; Kaul, Mayank ; Leung, Charles Ka Yui, ; Chen, Dong.
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  337. The financial meltdown: a model with endogenous default probability. (2014). Ferrari, Massimo.
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  338. The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test. (2014). Masih, Abul ; Bacha, Obiyathulla ; Dewandaru, Ginanjar ; Masih, A. Mansur M., .
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  339. Forecasting Bankruptcy with Incomplete Information. (2014). Xu, Xin.
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  340. Diversifying Risks in Bond Portfolios: A Cross-border Approach. (2014). Sun, David ; Tsai, Shih-Chuan.
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  341. Default Correlations in the Merton Model. (2014). Gersbach, Hans ; Erlenmaier, Ulrich .
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  342. Structural GARCH: The Volatility-Leverage Connection. (2014). Engle, Robert ; Siriwardane, Emil.
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  343. Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G..
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  344. Option-Based Credit Spreads. (2014). Culp, Christopher L. ; Nozawa, Yoshio ; Veronesi, Pietro.
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  345. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle. (2014). He, Zhiguo ; Chen, Hui ; Cui, Rui ; Milbradt, Konstantin.
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  346. Secured debt and managerial incentives. (2014). Bansal, Naresh ; Alderson, Michael ; Betker, Brian .
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  347. Does modeling framework matter? A comparative study of structural and reduced-form models. (2014). Gündüz, Yalin ; Gunduz, Yalin ; Uhrig-Homburg, Marliese.
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  348. Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status. (2014). Alcock, Jamie ; Tan, Kelvin ; Steiner, Eva.
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  349. Are There Non-linear Effects of Banking Relationships and Ownership Concentration on Operational Performance? Empirical Evidence from Portuguese SMEs Using Cross-section Analysis and Panel Data. (2014). Antonio Pedro Soares Pinto, ; Augusto, Mario Gomes .
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  350. On the debt capacity of growth and decay options. (2014). Prigent, Jean-Luc ; J.-L. PRIGENT, ; LETIFI, N..
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  351. Informed Bond Trading, Corporate Yield Spreads, and Corporate Default Prediction. (2014). Han, Song ; Zhou, Xing.
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  352. Liquidity policies and systemic risk. (2014). Boyarchenko, Nina ; Adrian, Tobias.
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  353. Product–market flexibility and capital structure. (2014). Sarkar, Sudipto.
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  354. Refinancing, profitability, and capital structure. (2014). Whited, Toni ; Danis, Andras ; Rettl, Daniel A..
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  355. The determinants of recovery rates in the US corporate bond market. (2014). Nagler, Florian ; Jankowitsch, Rainer ; Subrahmanyam, Marti G..
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  356. Dynamic debt runs and financial fragility: Evidence from the 2007 ABCP crisis. (2014). Schroth, Enrique ; Suarez, Gustavo A ; Taylor, Lucian A.
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  357. Unobserved systematic risk factor and default prediction. (2014). Qi, Min ; Zhao, Xinlei ; Zhang, Xiaofei.
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  358. Liquidity, leverage, and Lehman: A structural analysis of financial institutions in crisis. (2014). Sopranzetti, Ben J. ; Chen, Ren-Raw ; Chidambaran, N. K. ; Imerman, Michael B..
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  359. How do asset encumbrance and debt regulations affect bank capital and bond risk?. (2014). Lindset, Snorre ; Helberg, Stig.
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  360. The economic consequences of regulatory changes in employee stock options on corporate bond holders: SFAS No.123R and structural credit model perspectives. (2014). Chi, Cheng-Ming ; Chen, Tsung-Kang ; Liao, Hsien-Hsing.
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  361. Valuing risky debt: A new model combining structural information with the reduced-form approach. (2014). Pacelli, Graziella ; Ballestra, Luca Vincenzo.
    In: Insurance: Mathematics and Economics.
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  362. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
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  363. The Mills Ratio and the behavior of redeemable bond prices in the Gaussian structural model of corporate default. (2014). Spencer, Peter.
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  364. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna .
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  365. The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables. (2014). Kim, Dong H. ; Stock, Duane .
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  366. Funding Liquidity Risk From a Regulatory Perspective. (2014). Gourieroux, Christian ; Heam, Jean-Cyprien .
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  367. Option-Based Credit Spreads. (2014). Culp, Christopher L. ; Nozawa, Yoshio ; Veronesi, Pietro.
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  368. RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT. (2014). Decamps, Jean-Paul ; Villeneuve, Stephane.
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  369. Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty. (2014). Scheule, Harald ; Rosch, Daniel.
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  370. Inability of Gearing-Ratio as Predictor for Early Warning Systems. (2014). Situm, Mario.
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  371. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Odermann, Alexander ; Cremers, Heinz .
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  372. US Corporate Bond Yield Spread. A default risk debate. (2013). Shah, Syed Noaman .
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  373. Market implied costs of bankruptcy. (2013). Zechner, Josef ; Reindl, Johann ; Stoughton, Neal.
    In: CFS Working Paper Series.
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  374. The behavior of the hazard rate in the Gaussian structural default model under asymmetric information. (2013). Spencer, Peter.
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  375. Modeling US bank CDS spreads during the Global Financial Crisis with a deferred filtration pricing model. (2013). Spencer, Peter.
    In: Discussion Papers.
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  376. The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions?. (2013). Scheule, Harald ; Rosch, Daniel ; Bodenstedt, Matthias .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:19:y:2013:i:9:p:841-860.

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  377. Measuring credit risk by using a parameterized model under risk-neutral measure. (2013). Lu, Su-Lien.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:8:p:719-723.

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  378. Investment and capital structure decisions of foreign subsidiary with international debt shifting and exchange rate uncertainty. (2013). Kijima, Masaaki ; Tian, Yuan.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:36:y:2013:i:2:p:169-197.

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  379. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
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  380. US Corporate Bond Yield Spread: A default risk debate. (2013). Shah, Syed Muhammad Noaman Ahmed, .
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  381. CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul.
    In: Working Papers.
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  382. Bank Debt Regulations Implications for Bank Capital and Bond Risk. (2013). Lindset, Snorre ; Helberg, Stig.
    In: Working Paper Series.
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  383. Theoretical explanations of corporate hedging. (2013). Span, Marcello .
    In: International Journal of Business and Social Research.
    RePEc:mir:mirbus:v:3:y:2013:i:7:p:84-102.

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  384. Theoretical explanations of corporate hedging. (2013). Span, Marcello .
    In: International Journal of Business and Social Research.
    RePEc:lrc:larijb:v:3:y:2013:i:7:p:84-102.

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  385. Can rating agencies look through the cycle?. (2013). Loffler, Gunter.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:4:p:623-646.

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  386. Bank Capital Requirements, Capital Structure and Regulation. (2013). Ross, Stephen ; Liang, Xiaozhong ; Harding, John .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:43:y:2013:i:2:p:127-148.

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  387. The Structural Approach and Default Risk. (2013). Azamighaimasi, Arsalan .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:4:y:2013:i:1:p:66-74.

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  388. Fiscal Consolidation and the Cost of Credit; Evidence from Syndicated Loans. (2013). Igan, Deniz ; Agca, Senay.
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  389. Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio. (2013). Bruno, Olivier ; Girod, Alexandra .
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  390. US Corporate Bond Yield Spread: A default risk debate. (2013). Syed Muhammad Noaman Ahmed Shah, .
    In: Working Papers.
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  391. Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio. (2013). Girod, Alexandra ; Bruno, Olivier.
    In: GREDEG Working Papers.
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  392. Intermediary balance sheets. (2013). Boyarchenko, Nina ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:651.

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  393. Heterogeneity and stability: bolster the strong, not the weak. (2013). Choi, Dong Beom.
    In: Staff Reports.
    RePEc:fip:fednsr:637.

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  394. Capital Structure and Investment Dynamics with Fire Sales. (2013). Gottardi, Piero ; Gale, Douglas.
    In: Economics Working Papers.
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  395. An empirical study of credit spreads in an emerging market: The case of Korea. (2013). Chang Mo Ahn, ; Kim, Saekwon ; Park, Keehwan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:952-966.

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  396. Feedback effects of credit ratings. (2013). Manso, Gustavo .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:2:p:535-548.

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  397. The mystery of zero-leverage firms. (2013). Yang, Baozhong ; Strebulaev, Ilya A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:1:p:1-23.

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  398. Modelling sovereign credit spreads with international macro-factors: The case of Brazil 1998–2009. (2013). Spencer, Peter ; Liu, Zhuoshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:241-256.

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  399. Sovereign credit spreads. (2013). Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
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  400. Credit risk, valuation and fundamental analysis. (2013). Realdon, Marco.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:77-90.

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  401. On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina. (2013). Sottile, Pedro .
    In: Emerging Markets Review.
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  402. The role of non-convex costs in firms investment and financial dynamics. (2013). Bazdresch, Santiago.
    In: Journal of Economic Dynamics and Control.
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  403. Rollover risk and corporate bond spreads. (2013). Valenzuela, Patricio.
    In: Documentos de Trabajo.
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  404. Capital Structure and Investment Dynamics with Fire Sales. (2013). Gottardi, Piero ; Gale, Douglas ; Piero, Gottardi.
    In: Working Papers.
    RePEc:ecl:upafin:13-21.

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  405. Rollover Risk and Corporate Bond Spreads. (2013). Valenzuela, Patricio.
    In: Working Papers.
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  406. Optimal asset structure of a bank - bank reactions to stressful market conditions. (2013). Halaj, Grzegorz ; Haaj, Grzegorz.
    In: Working Paper Series.
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  407. Funding Liquidity Risk from A Regulatory Perspective. (2013). Héam, Jean-Cyprien ; gourieroux, christian ; Heam, Jean-Cyprien .
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  408. US Corporate Bond Yield Spread : A default risk debate. (2013). KEBEWAR, Mazen ; Syed Muhammad Noaman Ahmed Shah, .
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  409. Optimal Capital Structure with Scale Effects under Spectrally Negative Levy Models. (2013). Surya, Budhi Arta ; Yamazaki, Kazutoshi.
    In: Papers.
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  410. Does the Classic Microfinance Model Discourage Entrepreneurship among the Poor? Experimental Evidence from India. (2013). Pande, Rohini ; Rigol, Natalia ; Papp, John ; Field, Erica.
    In: American Economic Review.
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  411. Dynamic Diversification in Corporate Credit. (2013). Jin, Xisong ; Christoffersen, Peter ; Jacobs, Kris ; Langlois, Hugues.
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  412. The Bulgarian Foreign and Domestic Debt ??? A No-Arbitrage Macrofinancial View. (2012). Yordanov, Vilimir.
    In: William Davidson Institute Working Papers Series.
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  413. Firm decisions and market responses : Three accounting essays. (2012). van Amelsfoort, I. Q. H., .
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  414. Exploiting default probabilities in a structural model with nonconstant barrier. (2012). Moretto, Enrico ; Agosto, Arianna .
    In: Applied Financial Economics.
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  415. A model for risky cash flows and tax shields. (2012). Liu, Sheen ; Qi, Howard ; Johnson, Dean .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:4:p:868-881.

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  416. An optimal stopping problem with a reward constraint. (2012). Tian, Weidong ; Xiong, Jie ; Detemple, Jerome ; De Temple, Jerome.
    In: Finance and Stochastics.
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  417. Credit spreads, endogenous bankruptcy and liquidity risk. (2012). Wang, Xingchun ; Fu, Jianping.
    In: Computational Management Science.
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  418. Endogenous liquidity and defaultable bonds. (2012). He, Zhiguo ; Milbradt, Konstantin.
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  419. Rethinking Capital Structure Arbitrage. (2012). Avino, Davide.
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  420. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2012). Avino, Davide.
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  421. Approximating correlated defaults. (2012). Rosenthal, Dale ; Rosenthal, Dale W. R., .
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  422. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
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  423. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
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  424. Endogenous Liquidity and Defaultable Bonds. (2012). He, Zhiguo ; Milbradt, Konstantin.
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  425. Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads. (2012). Yang, Jun ; Chen, Hui ; Xu, Yu.
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  426. A Theory of Debt Maturity: The Long and Short of Debt Overhang. (2012). He, Zhiguo ; Diamond, Douglas.
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  427. Contingent Capital with a Capital-Ratio Trigger. (2012). Nouri, Behzad ; Glasserman, Paul.
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  428. WHY DO BANKS DEFAULT WHEN ASSET QUALITY IS HIGH?. (2012). Chen, Tai-Yuan ; Wu, Po-Cheng ; Kao, Lie-Jane .
    In: The International Journal of Business and Finance Research.
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  429. Optimal Capital Structure with Endogenous Default and Volatility Risk. (2012). Barsotti, Flavia.
    In: Working Papers - Mathematical Economics.
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  430. Limited arbitrage between equity and credit markets. (2012). Kapadia, Nikunj ; Pu, Xiaoling .
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  431. The cost and timing of financial distress. (2012). Parsons, Christopher A. ; Elkamhi, Redouane ; Ericsson, Jan .
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  432. Real options and earnings-based bonus compensation. (2012). Huang, Henry ; Shih, Pai-Ta .
    In: Journal of Banking & Finance.
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  433. Endogenizing exogenous default barrier models: The MM algorithm. (2012). Lovreta, Lidija ; Forte, Santiago.
    In: Journal of Banking & Finance.
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  434. National culture and corporate debt maturity. (2012). Kwok, Chuck C. Y., ; Zheng, Xiaolan ; el Ghoul, Sadok ; Guedhami, Omrane.
    In: Journal of Banking & Finance.
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  435. Distress risk premia in expected stock and bond returns. (2012). Zhang, Andrew Jianzhong .
    In: Journal of Banking & Finance.
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  436. Capital structure and executive compensation contract design: A theoretical and empirical analysis. (2012). Lin, Hsuan-Chu ; Wang, Wen-Gine ; Chou, Ting-Kai .
    In: Journal of Banking & Finance.
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  437. Corporate taxes, strategic default, and the cost of debt. (2012). Nejadmalayeri, Ali ; Singh, Manohar .
    In: Journal of Banking & Finance.
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  438. Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach. (2012). Volkmer, Hans W. ; Feng, Runhuan.
    In: Insurance: Mathematics and Economics.
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  439. Empirical analysis of credit spread changes of US corporate bonds. (2012). Szilagyi, Peter ; Loncarski, Igor.
    In: International Review of Financial Analysis.
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  440. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:395-408.

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  441. Financial Stability Paper No 16: Precautionary contingent capital. (2012). Willison, Matthew ; Murphy, Gareth ; Walsh, Mark.
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  442. The determinants of debt maturity in Australian firms. (2012). Alcock, Jamie ; Finn, Frank ; Kelvin Jui Keng Tan, .
    In: Accounting and Finance.
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  443. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Arad, Ohad ; Afik, Zvika.
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  444. Intermediary Leverage Cycles and Financial Stability. (2012). Boyarchenko, Nina ; Adrian, Tobias.
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  445. Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads. (2012). Yang, Jun ; Chen, Hui ; Xu, Yu.
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  446. Pricing credit default swaps with bilateral value adjustments. (2012). Lipton, Alexander ; Savescu, Ioana .
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  447. Optimal leverage, its benefits, and the business cycle. (2011). Hess, Dieter ; Immenkotter, Philipp .
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  448. Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege .
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  449. Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility. (2011). Maina, Samuel Chege .
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  450. Optimal hedge fund portfolios under liquidation risk. (2011). Brandon, Gibson R. ; Gyger, S..
    In: Quantitative Finance.
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  451. A Bayesian approach to building robust structural credit default models. (2011). Simonian, Joseph .
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  452. Using equity options to imply credit information. (2011). Paradi, Joseph ; Seco, Luis ; Elkhodiry, Angie .
    In: Annals of Operations Research.
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  453. The Impact of Leverage Levels on Firm’s Performance and Profitability: a case of Pakistani Industries. (2011). Zafar, Mohsin ; Kayani, Farheen ; Rasool, Waqas.
    In: Information Management and Business Review.
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  454. On the determinants of the implied default barrier. (2011). Dionne, Georges ; Laajimi, Sadok.
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  455. Distance to Default Estimates for Romanian Listed Companies. (2011). Sima, Alina .
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  456. Cash Holdings and Credit Risk. (2011). Strebulaev, Ilya ; Acharya, Viral ; Davydenko, Sergei A..
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  457. A vállalati likviditáskezelés szerepe eszközfedezettel rendelkező hitelszerződésekben. Az alkun alapuló megközelítés eredményei. (2011). Havran, Dániel.
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  458. A flow-based corporate credit model. (2011). Chen, Tsung-Kang ; Liao, Hsien-Hsing ; Lu, Chia-Wu .
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  459. Rethinking Dynamic Capital Structure Models with Roll-Over Debt. (2011). villeneuve, stephane ; Décamps, Jean-Paul.
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  460. Corporate Debt Value with Switching Tax Benefits and Payouts. (2011). Mancino, Maria Elvira ; Barsotti, Flavia ; Pontier, Monique.
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  461. The predictive performance of a path-dependent exotic-option credit risk model in the emerging market. (2011). Chen, Dar-Hsin ; Zaabar, Rim ; Chou, Heng-Chih ; Wang, David .
    In: Physica A: Statistical Mechanics and its Applications.
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  462. A theory of corporate financial decisions with liquidity and solvency concerns. (2011). Gryglewicz, Sebastian.
    In: Journal of Financial Economics.
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  463. Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives. (2011). Liao, Hsien-Hsing ; Chen, Yan-Shing.
    In: Journal of Banking & Finance.
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  464. Omitted debt risk, financial distress and the cross-section of expected equity returns. (2011). Shackleton, Mark ; Aretz, Kevin.
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  465. Managerial entrenchment, equity payout and capital structure. (2011). Wang, Hao.
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  466. Optimal capital structure and investment options in finite horizon. (2011). agliardi, elettra ; Koussis, Nicos.
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  467. Credit market equilibrium theory and evidence: Revisiting the structural versus reduced form credit risk model debate. (2011). Jarrow, Robert.
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  468. Can corporate tax shields explain the long-term borrowing behaviour of Chinese listed firms?. (2011). Tse, Chin-Bun ; Rodgers, Timothy.
    In: International Review of Financial Analysis.
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  469. Dividends and leverage: How to optimally exploit a non-renewable investment. (2011). Coculescu, Delia .
    In: Journal of Economic Dynamics and Control.
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  470. Leverage and debt maturity choices by undiversified owner-managers. (2011). SUBRAMANIAN, AJAY ; Fu, Richard.
    In: Journal of Corporate Finance.
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  471. Optimal Capital Structure and Industry Dynamics. (2011). Miao, Jianjun.
    In: CEMA Working Papers.
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  472. Scattered Trust - Did the 2007-08 financial crisis change risk perceptions?. (2011). Gehrig, Thomas ; Füss, Roland ; Rindler, Philipp B ; Fuss, Roland ; ROLAND FÜSS, .
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  473. Liquidity shocks, roll-over risk and debt maturity. (2011). Suarez, Javier ; Segura, Anatoli.
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  474. Do Bank‐Affiliated Analysts Benefit from Lending Relationships?. (2011). Martin, Xiumin ; Chen, Ting.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:49:y:2011:i:3:p:633-675.

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  475. Credit Spread Changes and Equity Volatility: Evidence from Daily Data. (2011). Hibbert, Ann Marie ; Dandapani, Krishnan ; Barber, Joel ; Pavlova, Ivelina.
    In: The Financial Review.
    RePEc:bla:finrev:v:46:y:2011:i:3:p:357-383.

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  476. Family Control and Financing Decisions. (2011). Croci, Ettore ; Gonenc, Halit ; Doukas, John A.
    In: European Financial Management.
    RePEc:bla:eufman:v:17:y:2011:i:5:p:860-897.

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  477. Portfolio and risk management for central banks and sovereign wealth funds. (2011). Bank for International Settlements, .
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  478. Securitization rating performance and agency incentives. (2011). Rosch, Daniel ; Scheule, Harald.
    In: BIS Papers chapters.
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  479. An option theoretic model for ultimate loss-given-default with systematic recovery risk and stochastic returns on defaulted debt. (2011). Jacobs, Jr Michael .
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  480. Two-factor capital structure models for equity and credit. (2011). Hurd, Thomas R. ; Zhou, Zhuowei .
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  481. The Ownership Concentration of Firms: Three Essays on the Determinants and Effects. (2010). Wei, Christian .
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  482. An overview of project finance binomial loan valuation. (2010). Winsen, Joseph K.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:19:y:2010:i:2:p:84-89.

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  483. Portfolio Risk Analysis. (2010). Connor, Gregory ; Korajczyk, Robert A ; Goldberg, Lisa R.
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  484. Problema de calibración de mercado y estructura implícita del modelo de bonos de Black-Cox = Market Calibration Problem and the Implied Structure of the Black-Cox Bond Model. (2010). Sukhomlin, Nikolay ; Santana Jimenez, Lisette Josefina, .
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  485. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure. (2010). Chen, Hui.
    In: NBER Working Papers.
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  486. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
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  487. Precautionary Measures for Credit Risk Management in Jump Models. (2010). Yamazaki, Kazutoshi ; Egami, Masahiko.
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  488. Family Control and Financing Decisions. (2010). Doukas, John ; Crocia, Ettore ; Gonenc, Halit .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
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  489. Effects of corporate tax reform on optimum debt maturity. (2010). Radulescu, Doina ; Nam, Chang Woon.
    In: Annals of Finance.
    RePEc:kap:annfin:v:6:y:2010:i:3:p:369-389.

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  490. Independence of Capacity Ordering and Financial Subsidies to Risky Suppliers. (2010). Babich, Volodymyr.
    In: Manufacturing & Service Operations Management.
    RePEc:inm:ormsom:v:12:y:2010:i:4:p:583-607.

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  491. DEVELOPPEMENT DURABLE, FLUX COMPTABLES ET EVALUATION DENTREPRISE. (2010). VIVIANI, Jean-Laurent ; Amadieu, Paul.
    In: Post-Print.
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  492. The distress premium puzzle. (2010). Ozdagli, Ali.
    In: Working Papers.
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  493. Belief updating, debt pricing and financial decisions under asymmetric information. (2010). Xu, Ruxing ; Li, Shenghong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:2:p:123-137.

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  494. An overview of project finance binomial loan valuation. (2010). Winsen, Joseph K..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:2:p:84-89.

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  495. Predicting credit spreads. (2010). Thomson, James ; Ritchken, Peter H. ; Krishnan, C. N. V., .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:4:p:529-563.

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  496. Bailouts, the incentive to manage risk, and financial crises. (2010). Panageas, Stavros .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:95:y:2010:i:3:p:296-311.

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  497. Structural models of corporate bond pricing with personal taxes. (2010). Wu, Chunchi ; Liu, Sheen ; Qi, Howard.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1700-1718.

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  498. Bridging the gap between accounting and finance. (2010). Pope, Peter F.
    In: The British Accounting Review.
    RePEc:eee:bracre:v:42:y:2010:i:2:p:88-102.

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  499. Investment and Financing under Reverse Asset Substitution. (2010). Chakraborty, Indraneel.
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  500. The term structure of risk premia: new evidence from the financial crisis. (2010). Berg, Tobias.
    In: Working Paper Series.
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  501. On the Economics of Postassessments in Insurance Guaranty Funds: A Stakeholders Perspective. (2010). Bernier, Gilles ; Mahfoudhi, Ridha M..
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:77:y:2010:i:4:p:857-892.

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  502. Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives-super-. (2010). Scheule, Harald ; DANIEL R÷SCH, .
    In: International Review of Finance.
    RePEc:bla:irvfin:v:10:y:2010:i:s1:p:185-207.

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  503. An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil. (2010). Guazzarotti, Giovanni ; Di Cesare, Antonio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_749_10.

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  504. Debt Valuation and Chapter 22. (2010). Perraudin, William ; Breccia, Adriana .
    In: Birkbeck Working Papers in Economics and Finance.
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  505. Last resort gambles, risky debt and liquidation policy. (2009). Andergassen, Rainer ; Agliardi, Elettra.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:18:y:2009:i:3:p:142-155.

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  506. Estimating default barriers from market information. (2009). Wong, Hoi Ying ; Choi, Tsz Wang .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:9:y:2009:i:2:p:187-196.

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  507. A Numerical Method to Price Defaultable Bonds Based on the Madan and Unal Credit Risk Model. (2009). Pacelli, Graziella ; Ballestra, Luca Vincenzo.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:16:y:2009:i:1:p:17-36.

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  508. Credit Spreads on Corporate Bonds and the Macroeconomy in Japan. (2009). Nakashima, Kiyotaka ; Saito, Makoto.
    In: MPRA Paper.
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  509. Who Pulls the Plug? Theory and Evidence on Corporate Bankruptcy Decisions. (2009). Zhang, Zhipeng.
    In: MPRA Paper.
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  510. Bailouts, the Incentive to Manage Risk, and Financial Crises. (2009). Panageas, Stavros.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15058.

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  511. On the calibration of structural credit spread models. (2009). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:5:y:2009:i:2:p:189-208.

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  512. Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies. (2009). Schäfer, Dorothea ; Härdle, Wolfgang ; Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang.
    In: Journal of Forecasting.
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  513. Credit Spreads on Corporate Bonds and the Macroeconomy in Japan. (2009). Saito, Makoto ; Nakashima, Kiyotaka.
    In: Global COE Hi-Stat Discussion Paper Series.
    RePEc:hst:ghsdps:gd09-068.

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  514. Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models. (2009). Lo, C. F. ; Wong, T. C. ; Hui, C. H..
    In: Working Papers.
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  515. The Empirical Relation between Credit Quality, Recovery, and Correlation. (2009). Scheule, Harald ; Rosch, Daniel.
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  516. Financial innovation and corporate default rates. (2009). Wei, Chenyang ; Sarkar, Asani ; Maurer, Samuel ; Nguyen, Hoai-Luu .
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  517. Last resort gambles, risky debt and liquidation policy. (2009). Andergassen, Rainer ; agliardi, elettra.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:18:y:2009:i:3:p:142-155.

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  518. Credit spreads on corporate bonds and the macroeconomy in Japan. (2009). Saito, Makoto ; Nakashima, Kiyotaka.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:23:y:2009:i:3:p:309-331.

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  519. Bank credit risk and structural credit models: Agency and information asymmetry perspectives. (2009). Lu, Chia-Wu ; Chen, Tsung-Kang ; Liao, Hsien-Hsing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:8:p:1520-1530.

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  520. What makes a bank risky? Insights from the optimal capital structure of banks. (2009). Koziol, Christian ; Lawrenz, Jochen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:861-873.

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  521. Irreversible investment, managerial discretion and optimal capital structure. (2009). Andrikopoulos, Andreas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:709-718.

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  522. Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS. (2009). Pea, Juan Ignacio ; Forte, Santiago.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2013-2025.

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  523. Systematic equity-based credit risk: A CEV model with jump to default. (2009). Sbuelz, Alessandro ; Polbennikov, Simon ; Campi, Luciano .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:93-108.

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  524. Implied recovery. (2009). Das, Sanjiv ; Hanouna, Paul.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:11:p:1837-1857.

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  525. Determinants of corporate borrowing: A behavioral perspective. (2009). Hackbarth, Dirk.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:15:y:2009:i:4:p:389-411.

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  526. Cash Holdings and Credit Risk. (2009). Strebulaev, Ilya ; Acharya, Viral ; Davydenko, Sergei A..
    In: CEPR Discussion Papers.
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  527. PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION. (2009). Frey, Rudiger ; Schmidt, Thorsten.
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:19:y:2009:i:3:p:403-421.

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  528. CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK. (2009). Chen, Nan ; Kou, S. G..
    In: Mathematical Finance.
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  529. AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS. (2009). Spencer, Peter ; Liu, Zhuoshi.
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  530. Financial innovation and corporate default rates. (2009). Sarkar, Asani ; Maurer, Samuel ; Nguyen, Luu ; Wei, Chenyang .
    In: IFC Bulletins chapters.
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  531. Calibration of transparency risks: a note. (2009). Akahori, Jiro ; Kanashi, Yuuki ; Morimura, Yuichi .
    In: Papers.
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  532. Linking credit risk premia to the equity premium. (2008). Kaserer, Christoph ; Berg, Tobias.
    In: CEFS Working Paper Series.
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  533. The Optimal Capital Structure of Banks: Balancing Deposit Insurance, Capital Requirements and Tax-Advantaged Debt. (2008). Ross, Stephen ; Harding, John P. ; Liang, Xiaozhing.
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  534. A Structural Model with Unobserved Default Boundary. (2008). Novikov, Alexander ; Schmidt, Thorsten.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:15:y:2008:i:2:p:183-203.

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  535. Taxes and the choice between risky and risk-free debt: on the neutrality of credit default taxation. (2008). Blaufus, Kay ; Hundsdoerfer, Jochen.
    In: Review of Managerial Science.
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  536. The optimal capital structure of the firm with stable Lévy assets returns. (2008). Quittard-Pinon, Franois ; le Courtois, Olivier.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:31:y:2008:i:1:p:51-72.

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  537. An Empirical Analysis of Asset-Backed Securitization. (2008). Vink, Dennis.
    In: MPRA Paper.
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  538. Leverage, options liabilities, and corporate bond pricing. (2008). Yildirim, Yildiray ; Huang, Henry.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:11:y:2008:i:3:p:245-276.

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  539. Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach. (2008). Yildirim, Yildiray ; Ambrose, Brent.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:37:y:2008:i:3:p:281-298.

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  540. An Empirical Evaluation of Structural Credit-Risk Models. (2008). Tarashev, Nikola.
    In: International Journal of Central Banking.
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  541. The Default Risk of Firms Examined with Smooth Support Vector Machines. (2008). Schäfer, Dorothea ; Härdle, Wolfgang ; Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
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  542. Financial intermediary leverage and value at risk. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
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  543. Specification analysis of structural credit risk models. (2008). Zhou, Hao ; Huang, Jingzhi.
    In: Finance and Economics Discussion Series.
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  544. Debt maturity structure of Chinese companies. (2008). Guney, Yilmaz ; Cai, Kailan ; Fairchild, Richard .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:3:p:268-297.

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  545. Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds. (2008). Strebulaev, Ilya ; Schaefer, Stephen M..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:90:y:2008:i:1:p:1-19.

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  546. Taxation, agency conflicts, and the choice between callable and convertible debt. (2008). Hennessy, Christopher A. ; Tserlukevich, Yuri .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:143:y:2008:i:1:p:374-404.

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  547. Can tax convexity be ignored in corporate financing decisions?. (2008). Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1310-1321.

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  548. Determinants of yield spread dynamics: Euro versus US dollar corporate bonds. (2008). Van Landschoot, Astrid .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2597-2605.

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  549. Credit spread determinants: An 85 year perspective. (2008). Davies, Andrew.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:2:p:180-197.

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  550. Structural models of corporate bond pricing with maximum likelihood estimation. (2008). Wong, Hoi Ying ; Li, Ka Leung.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:751-777.

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  551. Firm heterogeneity and credit risk diversification. (2008). Schuermann, Til ; Pesaran, M ; Hanson, Samuel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:583-612.

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  552. A lattice model with incomplete information: A credit risk application. (2008). Umberto, Cherubini ; Silvia, Romagnoli ; Sabrina, Mulinacci .
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:26:y:2008:i:2:p:75-88:n:2.

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  553. An Empirical Analysis of the Stockholder-Bondholder Conflict in Corporate Spin-Offs. (2008). Veld-Merkoulova, Yulia.
    In: Financial Management.
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  554. Investment under Uncertainty, Debt and Taxes. (2008). Gamba, Andrea ; Leon, Carmen Aranda ; Sick, Gordon A..
    In: Economic Notes.
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  555. Default Dependence: The Equity Default Relationship. (2008). Yang, Jun ; Turnbull, Stuart M..
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  556. Local polynomial Whittle estimation covering non-stationary fractional processes. (2008). Nielsen, Frank.
    In: CREATES Research Papers.
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  557. Equity Systematic Risk (Beta) and Its Determinants*. (2007). Sarkar, Sudipto ; Hong, Gwangheon .
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:24:y:2007:i:2:p:423-466.

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  558. A Causal Framework for Credit Default Theory. (2007). Sy, Wilson.
    In: Research Paper Series.
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  559. Strategic Default Jump as Impulse Control in Continuous Time. (2007). Nakamura, Hisashi .
    In: CIRJE F-Series.
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  560. Pricing of Multi-Defaultable Bonds with a Two-Correlated-Factor Hull-White Model. (2007). Tchuindjo, Leonard .
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:14:y:2007:i:1:p:19-39.

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  561. An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model. (2007). Lee, Cheng Few ; Sheu, Yuan-Chung ; Chen, Yu-Ting.
    In: Finance and Stochastics.
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  562. Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels. (2007). Surya, B. ; Kyprianou, A..
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:11:y:2007:i:1:p:131-152.

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  563. Last Resort Gambles, Risky Debt and Liquidation Policy. (2007). Andergassen, Rainer ; Agliardi, Elettra.
    In: Working Paper series.
    RePEc:rim:rimwps:31_07.

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  564. Last Resort Gambles, Risky Debt and Liquidation Policy. (2007). Agliardi, Elettra.
    In: Working Paper series.
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  565. Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels. (2007). Sun, David ; Lin, William.
    In: MPRA Paper.
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  566. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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  567. The valuation of a firm’s investment opportunities: a reduced form credit risk perspective. (2007). Purnanandam, Amiyatosh ; Jarrow, Robert.
    In: Review of Derivatives Research.
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  568. Expected Default Probabilities in Structural Models: Empirical Evidence. (2007). Pereira, Ricardo ; Patel, Kanak .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:34:y:2007:i:1:p:107-133.

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  569. Credit Risk in a Network Economy. (2007). Cossin, Didier ; Schellhorn, Henry.
    In: Management Science.
    RePEc:inm:ormnsc:v:53:y:2007:i:10:p:1604-1617.

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  570. A Pure Test for the Elasticity of Yield Spreads. (2007). Batten, Jonathan ; Liao, Chuan ; Jacoby, Gady.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp195.

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  571. Estimating systemic risk in the international financial system. (2007). Bartram, Söhnke ; Brown, Gregory W. ; Hund, John E..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:3:p:835-869.

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  572. A market-based framework for bankruptcy prediction. (2007). Reisz, Alexander S. ; Perlich, Claudia.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:3:y:2007:i:2:p:85-131.

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  573. A simple continuous measure of credit risk. (2007). Byström, Hans ; Bystrom, Hans ; Kwon, Oh Kang ; Oh Kang Kwon, .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:16:y:2007:i:5:p:508-523.

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  574. Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables. (2007). Lekkos, Ilias .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:5:p:783-817.

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  575. How big is the debt overhang problem?. (2007). Moyen, Nathalie .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:2:p:433-472.

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  576. Valuation of defaultable bonds and debt restructuring. (2007). Dumitrescu, Ariadna.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:13:y:2007:i:1:p:94-111.

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  577. The Default Risk of Firms Examined with Smooth Support Vector Machines. (2007). Schäfer, Dorothea ; Härdle, Wolfgang ; Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang.
    In: Discussion Papers of DIW Berlin.
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  578. Strategic Default Jump as Impulse Control in Continuous Time ( Revised in February 2008 ). (2007). Nakamura, Hisashi .
    In: CARF F-Series.
    RePEc:cfi:fseres:cf115.

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  579. Pricing defaultable bonds: a middle-way approach between structural and reduced-form models. (2006). Cathcart, Lara ; El-Jahel, Lina.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:6:y:2006:i:3:p:243-253.

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  580. Tax loss carry-forwards and optimal leverage. (2006). Franois, Pascal.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:14:p:1075-1083.

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  581. Leverage Choice and Credit Spread Dynamics when Managers Risk Shift. (2006). Lazrak, Ali ; Carlson, Murray.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:193.

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  582. A comparative analysis of correlation skew modeling techniques for CDO index tranches. (2006). Claudio, Ferrarese.
    In: MPRA Paper.
    RePEc:pra:mprapa:1668.

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  583. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000005.

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  584. Estimation of the Default Risk of Publicly Traded Canadian Companies. (2006). Dionne, Georges ; Petrescu, Madalina ; Mejri, Sofiane ; Laajimi, Sadok .
    In: Cahiers de recherche.
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  585. Does Bank Monitoring Influence Loan Contract Terms?. (2006). Esho, Neil ; Sharpe, Ian ; Coleman, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:30:y:2006:i:2:p:177-198.

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  586. An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market. (2006). Zhu, Haibin.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:29:y:2006:i:3:p:211-235.

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  587. Macroeconomic Conditions, Firm Characteristics, and Credit Spreads. (2006). yan, hong ; Tang, Dragon.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:29:y:2006:i:3:p:177-210.

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  588. Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39.

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  589. Impact of Macro Shocks on Sovereign Default Probabilities. (2006). Matsumura, Marco S..
    In: Discussion Papers.
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  590. Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads. (2006). Wu, Chunchi ; Liu, Sheen X. ; Qi, Howard.
    In: Management Science.
    RePEc:inm:ormnsc:v:52:y:2006:i:6:p:939-954.

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  591. Probabilistic Business Failure Prediction in Discounted Cash Flow Bond and Equity Valuation. (2006). Skogsvik, Kenth .
    In: SSE/EFI Working Paper Series in Business Administration.
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  592. Should corporate debt include a rating trigger?. (2006). Mello, Antonio S. ; Bhanot, Karan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:79:y:2006:i:1:p:69-98.

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  593. A credit risk model for large dimensional portfolios with application to economic capital. (2006). Skoglund, Jimmy ; Nystrom, Kaj.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2163-2197.

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  594. Capital structure policies in Europe: Survey evidence. (2006). de Jong, Abe ; Koedijk, Kees ; Brounen, Dirk.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:5:p:1409-1442.

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  595. Modeling default risk: A new structural approach. (2006). Yildirim, Yildiray.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:165-172.

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  596. Default and information. (2006). Giesecke, Kay .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:11:p:2281-2303.

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  597. Credit spreads: theory and evidence about the information content of stocks, bonds and cdss. (2006). Forte, Santiago ; Pena, Juan Ignacio .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb063310.

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  598. CREDIT RISK MODELS III: RECONCILIATION REDUCED - STRUCTURAL MODELS. (2006). Elizalde, Abel.
    In: Working Papers.
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  599. CREDIT RISK MODELS II: STRUCTURAL MODELS. (2006). Elizalde, Abel.
    In: Working Papers.
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  600. Managerial Preferences, Corporate Governance, and Financial Structure. (2006). Miao, Jianjun ; Liu, Hong.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-020.

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  601. Default Risk, Firms Characteristics, and Risk Shifting. (2005). Fang, Ming ; Zhong, Rui.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2461.

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  602. Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality. (2005). Benos, Alexxandros ; Papanastasopoulos, George.
    In: Finance.
    RePEc:wpa:wuwpfi:0505020.

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  603. An empirical analysis of structural models of corporate debt pricing. (2005). Teixeira, Joao.
    In: Finance.
    RePEc:wpa:wuwpfi:0505001.

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  604. The Non-Neutrality of Debt in Investment Timing: A New NPV Rule. (2005). Sabarwal, Tarun.
    In: Finance.
    RePEc:wpa:wuwpfi:0410004.

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  605. Assessing Credit with Equity: A CEV Model with Jump to Default. (2005). Campi, Luciano ; Polbennikov, Simon ; Sbuelz, .
    In: Working Papers.
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  606. Equity and debt valuation with default risk: a discrete structural model. (2005). Gheno, Andrea ; Cenci, Marisa.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:12:p:875-881.

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  607. On the rationality of professional forecasts of corporate bond yield spreads. (2005). Baghestani, Hamid.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:4:p:213-216.

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  608. Optimal Capital Structure and the Term Structure of Interest Rates. (2005). Downing, Chris ; Wang, Xin.
    In: Computing in Economics and Finance 2005.
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  609. Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules. (2005). Décamps, Jean-Paul ; Djembissi, Bertrand .
    In: IDEI Working Papers.
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  610. Explaining credit default swap spreads with the equity volatility and jump risks of individual firms. (2005). Zhou, Hao.
    In: Finance and Economics Discussion Series.
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  611. Capital Structure Policies in Europe: Survey Evidence. (2005). de Jong, A. ; Brounen, D. ; Koedijk, C. G..
    In: ERIM Report Series Research in Management.
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  612. The impact of junior debt issuance on senior unsecured debts risk premiums. (2005). Linn, Scott ; Stock, Duane R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:6:p:1585-1609.

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  613. Cash-flow shortage as an endogenous bankruptcy reason. (2005). Uhrig-Homburg, Marliese.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:6:p:1509-1534.

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  614. Real options, agency conflicts, and optimal capital structure. (2005). Mauer, David C. ; Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:6:p:1405-1428.

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  615. On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads. (2005). Khang, Kenneth ; King, Tao-Hsien Dolly .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:3141-3158.

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  616. Credit risk modeling with affine processes. (2005). Duffie, Darrell.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:11:p:2751-2802.

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  617. Optimization of a firms capital structure: A quantitative approach based on a probabilistic prognosis of risk and time of bankruptcy. (2005). Philosophov, Leonid V..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:2:p:191-209.

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  618. Pricing options on leveraged equity with default risk and exponentially increasing, finite maturity debt. (2005). Hanke, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:29:y:2005:i:3:p:389-421.

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  619. A comparison of Mertons option pricing model of corporate debt valuation to the use of book values. (2005). Eberhart, Allan C..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:11:y:2005:i:1-2:p:401-426.

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  620. Wishart Autoregressive Model for Stochastic Risk. (2005). gourieroux, christian.
    In: Working Papers.
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  621. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
    In: CESifo Working Paper Series.
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  622. Firm Heterogeneity and Credit Risk Diversification. (2005). Schuermann, Til ; Pesaran, M ; Hanson, Samuel.
    In: CESifo Working Paper Series.
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  623. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Yu, Fan ; Duarte, Jefferson ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  624. Decomposing credit spreads. (2005). Churm, Rohan ; Panigirtzoglou, Nikolaos .
    In: Bank of England working papers.
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  625. Firm Size Dependence in the Determinants of Bank Term Loan Maturity. (2005). Sharpe, Ian G ; Dennis, Steven A.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005:i:1-2:p:31-64.

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  626. Firm Size Dependence in the Determinants of Bank Term Loan Maturity. (2005). Sharpe, Ian G. ; Dennis, Steven A..
    In: Journal of Business Finance & Accounting.
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  627. Explaining credit default swap spreads with equity volatility and jump risks of individual firms. (2005). Zhou, Hao ; Zhang, Benjamin Yibin ; Zhu, Haibin .
    In: BIS Working Papers.
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  628. An empirical evaluation of structural credit risk models. (2005). Tarashev, Nikola.
    In: BIS Working Papers.
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  629. Measuring default risk premia from default swap rates and EDFs. (2005). Duffie, Darrell ; Berndt, Antje ; Douglas, Rohan ; Ferguson, Mark ; Schranz, David .
    In: BIS Working Papers.
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  630. Structural models of default: lessons from firm-level data. (2005). Tarashev, Nikola.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0509h.

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  631. The Valuation of Corporate Debt with Default Risk. (2004). Naqvi, Hassan.
    In: Finance.
    RePEc:wpa:wuwpfi:0410010.

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  632. Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation. (2004). Gatfaoui, Hayette.
    In: Research Paper Series.
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  633. Asymptotic approximation of the hitting-time and evaluation of a risky bond.. (2004). Loulit, Ahmed.
    In: Working Papers CEB.
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  634. Sources of Capital and Debt Structure in Small Firms. (2004). Bathala, Chenchuramaiah T. ; Dukes, William P. ; Bowlin, Oswald D..
    In: Journal of Entrepreneurial Finance.
    RePEc:pep:journl:v:9:y:2004:i:1:p:29-50.

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  635. Determinants of Euro Term Structure of Credit Spreads. (2004). Van Landschoot, Astrid .
    In: Working Paper Research.
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  636. Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach. (2004). Castillo, Augusto .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:41:y:2004:i:124:p:345-360.

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  637. The Determinants of Credit Default Swap Premia. (2004). Ericsson, Jan ; Jacobs, Kris ; Oviedo-Helfenberger, Rodolfo.
    In: SIFR Research Report Series.
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  638. Rebalancing the three pillars of Basel II. (2004). Rochet, Jean.
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2004:i:sep:p:7-21:n:v.10no.2.

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  639. Corporate Finance In Europe Confronting Theory With Practice. (2004). de Jong, A. ; Brounen, D. ; Koedijk, C. G..
    In: ERIM Report Series Research in Management.
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  640. The three pillars of Basel II: optimizing the mix. (2004). Rochet, Jean ; Décamps, Jean-Paul ; ROGER, Benoit ; Decamps, Jean-Paul.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:13:y:2004:i:2:p:132-155.

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  641. Effective duration of callable corporate bonds: Theory and evidence. (2004). Hong, Gwangheon ; Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:499-521.

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  642. Do Tests of Capital Structure Theory Mean What They Say?. (2004). Strebulaev, Ilya.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:646.

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  643. Capital structure: optimal leverage and maturity choice in a dynamic model. (2004). Forte, Santiago.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb041206.

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  644. The Determinants of Credit Default Swap Premia. (2004). Ericsson, Jan ; Jacobs, Kris ; Oviedo, Rodolfo A..
    In: CIRANO Working Papers.
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  645. Does Debt Maturity Matter for Investment Decisions?. (2004). Radulescu, Doina ; Nam, Chang Woon.
    In: CESifo Working Paper Series.
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  646. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market, previously titled: The Credit-Default Swap Market: Is Credit Protection Priced Correctly?. (2004). Neis, Eric ; Mithal, Sanjay ; Longstaff, Francis A..
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  647. Kapitalstrukturtheorie in Theorie und Praxis: Ergebnisse einer Fragebogenuntersuchung. (2004). Wohle, Claudia B. ; Pensa, Pascal ; Drobetz, Wolfgang.
    In: Working papers.
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  648. An empirical comparison of credit spreads between the bond market and the credit default swap market. (2004). Zhu, Haibin .
    In: BIS Working Papers.
    RePEc:bis:biswps:160.

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  649. Formal Bankruptcy: Strategic Debt Service with Senior and Junior Creditors. (2004). Breccia, Adriana .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0411.

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  650. Optimal Capital Structure and Industry Dynamics. (2003). Miao, Jianjun.
    In: Industrial Organization.
    RePEc:wpa:wuwpio:0310001.

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  651. Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach. (2003). Chen, Li.
    In: Finance.
    RePEc:wpa:wuwpfi:0312008.

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  652. The Term Structure of Credit Spreads on Euro Corporate Bonds. (2003). van Landschoot, A.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f5164bb2-6597-48c4-8b44-deb14e44a2b8.

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  653. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Sbuelz, A ; Guha, R.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:841ad1ef-22f2-4ea8-b19b-507952001550.

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  654. The Term Structure of Credit Spreads on Euro Corporate Bonds. (2003). van Landschoot, A..
    In: Discussion Paper.
    RePEc:tiu:tiucen:f5164bb2-6597-48c4-8b44-deb14e44a2b8.

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  655. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Sbuelz, A. ; Guha, R..
    In: Discussion Paper.
    RePEc:tiu:tiucen:841ad1ef-22f2-4ea8-b19b-507952001550.

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  656. Term Structure Dynamics in Theory and Reality. (2003). Singleton, Kenneth ; Dai, Qiang.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:16:y:2003:i:3:p:631-678.

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  657. Interest risk and default risk: A conditional volatility study. (2003). Sotos, Francisco .
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:9:y:2003:i:1:p:56-63:10.1007/bf02295301.

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  658. A Note on Credit Risk of Vertical Keiretsu Firms: Preliminary Evidence from the Japanese Automobile Industry. (2003). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:10:y:2003:i:4:p:377-398.

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  659. The Three Pillars of Basel II, Optimizing the Mix. (2003). Rochet, Jean ; Décamps, Jean-Paul ; ROGER, Benoit.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:595.

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  660. Rebalancing the 3 Pillars of Basel 2. (2003). Rochet, Jean.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:2378.

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  661. Valuing Corporate Liabilities. (2003). Ericsson, Jan ; Reneby, Joel .
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0015.

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  662. An empirical test of a two-factor mortgage valuation model: how much do house prices matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-42.

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  663. Monitoring and controlling bank risk: does risky debt serve any purpose?. (2003). Thomson, James ; C. N. V. Krishman, ; RITCHKEN, P. H..
    In: Working Papers (Old Series).
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  664. A barrier option framework for corporate security valuation. (2003). Paul, Brockman ; Turtle H. J., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:67:y:2003:i:3:p:511-529.

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  665. Fixed-income pricing. (2003). Singleton, Kenneth J. ; Dai, Qiang.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-20.

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  666. Intertemporal asset pricing theory. (2003). Duffie, Darrell.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-11.

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  667. A Structural Model with Jump Diffusion Processes. (2003). Dao, Thi Thanh Binh, .
    In: Economics Papers from University Paris Dauphine.
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  668. An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?. (2003). Downing, Chris ; Stanton, Richard ; Wallace, Nancy E..
    In: Research Program in Finance, Working Paper Series.
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  669. Valuation of Defaultable Bonds and Debt Restructuring. (2003). Dumitrescu, Ariadna.
    In: UFAE and IAE Working Papers.
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  670. The Pricing puzzle: The default term structure of collateralised loan obligations. (2002). Jobst, Andreas.
    In: CFS Working Paper Series.
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  671. Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives. (2002). Weisbach, Michael ; ju, nengjiu ; Poteshman, Allen M. ; Parrino, Robert.
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  672. Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects. (2002). Weisbach, Michael ; Poteshman, Allen M. ; Parrino, Robert.
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  673. The Valuation of Corporate Liabilities: Theory and Tests. (2002). Ericsson, Jan ; Reneby, Joel .
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  674. A Note on Contingent Claims Pricing with Non-Traded Assets. (2002). Ericsson, Jan ; Reneby, Joel .
    In: SSE/EFI Working Paper Series in Economics and Finance.
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  675. Stock Options as Barrier Contingent Claims. (2002). Ericsson, Jan ; Reneby, Joel .
    In: SSE/EFI Working Paper Series in Economics and Finance.
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  676. Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads. (2002). Downing, Chris ; Covitz, Dan.
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  677. Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk?. (2002). Aunon-Nerin, Daniel ; Huang, Zhijiang ; Hricko, Tomas ; Cossin, Didier .
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  678. Optimal Investment With Default Risk. (2002). Jin, Xiangrong ; Hou, Yuanfeng .
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  679. Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling. (2002). WESTPHALEN, Michael.
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  681. Are maturity and debt type decisions interrelated? Evidence from Australian firms in international capital markets. (2002). Esho, Neil ; Sharpe, Ian G. ; Lam, Yung.
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  693. Bankruptcy Probability: A Theoretical and Empirical Examination. (2001). Peat, Maurice.
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  695. The Impact of Corporate Governance Structures on the Agency Cost of Debt. (2001). Chan-Lau, Jorge A.
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  697. The theory and practice of corporate finance: evidence from the field. (2001). Harvey, Campbell ; Graham John R., .
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  698. Pricing the strategic value of putable securities in liquidity crises. (2001). Alexander, David.
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  700. Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina. (2001). Merrick, John J..
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  702. Bankruptcy Cost, Financial Structure and Technological Flexibility Choices. (2001). Moreaux, Michel ; Jacques, Armel ; Boyer, Marcel.
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  703. The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors. (2001). Geske, Robert ; Delianedis, Gordon .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  704. Estimation du risque de defaut par une modelisation stochastique du bilan : Application a des firmes industrielles francaises. (2000). Refait, Catherine.
    In: Cahiers de la Maison des Sciences Economiques.
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  705. Excessive Continuation and Dynamic Agency Costs of Debt. (2000). Décamps, Jean-Paul ; Faure-Grimaud, Antoine .
    In: IDEI Working Papers.
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    In: Post-Print.
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    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  708. Leverage and the price volatility of equity shares in equilibrium. (2000). Drees, Burkhard ; Eckwert, Bernhard.
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    In: European Accounting Review.
    RePEc:taf:euract:v:8:y:1999:i:4:p:749-776.

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    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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  720. Optimal risk and dividend control for a company with a debt liability. (1998). Taksar, Michael I. ; Zhou, Xun Yu, .
    In: Insurance: Mathematics and Economics.
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  723. About Debt and the Option to Extend Debt Maturity. (). Realdon, Marco.
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