This file is part of IDEAS, which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G3: Corporate Finance and Governance
/ / / G33: Bankruptcy; Liquidation
Most recent items first, undated at the end.
2008 Estimating asset correlations from stock prices or default rates: which method is superior?
by Düllmann, Klaus & Küll, Jonathan & Kunisch, Michael [Downloadable!]
2008 A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
by Antonella Basso & Riccardo Gusso [Downloadable!]
2008 Multiple Potential Payers and Sovereign Bond Prices
by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!]
2008 The Role of Firm Viability, Creditor Behavior and Judicial Discretion in the Failure of Distressed Firms under Courtsupervised Restructuring: Evidence from Belgium
by B. LEYMAN & K. SCHOORS & P. COUSSEMENT [Downloadable!]
2008 Court-supervised Restructuring: Pre-bankruptcy Dynamics, Debt Structure and Debt Rescheduling
by B. LEYMAN & K. SCHOORS & P. COUSSEMENT [Downloadable!]
2008 Data Delays, Index Deletions, Prepayments, and Defaults
by Rosenthal, Dale W.R. [Downloadable!]
2008 Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
by Schied, Alexander & Schoeneborn, Torsten [Downloadable!]
2008 Saving Your Home in Chapter 13 Bankruptcy
by Michelle J. White & Ning Zhu [Downloadable!]
2008 Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines
by Efraim Benmelech & Nittai K. Bergman [Downloadable!]
2008 Collateral Pricing
by Efraim Benmelech & Nittai K. Bergman [Downloadable!]
2008 Internal Debt Crises and Sovereign Defaults
by Cristina Arellano & Narayana R. Kocherlakota [Downloadable!]
2008 Macro stress testing with sector specific bankruptcy models
by Marianna Valentinyi-Endrész & Zoltán Vásáry [Downloadable!]
2008 How many banks does it take to lend? Empirical evidence from Europe
by Christophe J. Godlewski & Ydriss Ziane [Downloadable!]
2008 La Predicción de la Insolvencia de Empresas Chilenas
by Felipe Zurita [Downloadable!]
2008 Credit Risk Assessment Considering Variations in Exposure: Application to Commitment Lines
by Shigeaki Fujiwara [Downloadable!]
2008 The Default Risk of Firms Examined with Smooth Support Vector Machines
by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh [Downloadable!]
2008 Macroeconomic Impact on Expected Default Frequency
by Åsberg Sommar, Per & Shahnazarian, Hovick [Downloadable!]
2008 Credit Spreads and Incomplete Information
by Lindset, Snorre & Lund, Arne-Christian & Persson, Svein-Arne [Downloadable!]
2008 Continuous Monitoring: Look before You Leap
by Lindset, Snorre & Persson, Svein-Arne [Downloadable!]
2008 Level dependent annuities: Defaults of multiple degrees
by Mjøs, Aksel & Persson, Svein-Arne [Downloadable!]
2008 The Economics of Rating Watchlists: Evidence from Rating Changes
by Christina E. Bannier & Christian Hirsch [Downloadable!]
2008 Stress testing of the Czech banking sector
by Petr Jakubík & Jaroslav Heřmánek [Downloadable!]
2008 Support Vector Machines (SVM) as a Technique for Solvency Analysis
by Laura Auria & Rouslan A. Moro [Downloadable!]
2008 How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?
by Régis Blazy & Gisèle Umbhauer & Laurent Weill [Downloadable!]
2008 Creditor Rights and Corporate Risk-taking
by Acharya, Viral V & Amihud, Yakov & Litov, Lubomir P. [Downloadable!]
2008 Bankruptcy: Is it enough to Forgive or must we also Forget?
by Ronel Elul & Piero Gottardi [Downloadable!]
2008 Ownership links, leverage and credit risk
by Elisa Luciano & Giovanna Nicodano [Downloadable!]
2008 The Law and Economics Debate about Secured Lending: Lessons for European LawMaking?
by John Armour [Downloadable!]
2008 Multiple Potential Payers and Sovereign Bond Prices
by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!]
2008 Government Bankruptcy of Balkan Nations and their Consequences for Money and Inflation before 1914: A Comparative Analysis
by Peter Bernholz [Downloadable!]
2008 An Empirical Evaluation of Structural Credit-Risk Models
by Nikola A. Tarashev [Downloadable!]
2007 Personal Experience: A Most Vicious and Limited Circle!? On the Role of Entrepreneurial Experience for Firm Survival
by Metzger, Georg [Downloadable!]
2007 Personal experience: a most vicious and limited circle!? : on the role of entrepreneurial experience for firm survival
by Metzger, Georg [Downloadable!]
2007 Estimating probabilities of default with support vector machines
by Härdle, Wolfgang & Moro, Rouslan A. & Schäfer, Dorothea [Downloadable!]
2007 Creditor concentration: an empirical investigation
by Ongena, Steven & Tümer-Alkan, Günseli & Westernhagen, Natalja von [Downloadable!]
2007 Slippery slopes of stress : ordered failure events in German banking
by Kick, Thomas & Koetter, Michael [Downloadable!]
2007 Efficient, profitable and safe banking: an oxymoron? : evidence from a panel VAR approach
by Koetter, Michael & Porath, Daniel [Downloadable!]
2007 The optimal rating philosophy for the rating of SMEs
by Rikkers, F. & Thibeault, A. [Downloadable!]
2007 Bankruptcy: Is It Enough to Forgive or Must we Also Forget?
by Piero Gottardi & Ronel Elul [Downloadable!]
2007 A Causal Framework for Credit Default Theory
by Wilson Sy [Downloadable!]
2007 Modelling Credit Spreads evolution using the Cox Process within the HJM framework
by Viviana Fanelli & Silvana Musti [Downloadable!]
2007 Pricing of CDS Options with the HJM approach: a Numerical Implementation
by Viviana Fanelli & Silvana Musti [Downloadable!]
2007 The Optimal Response to Default: Renegotiation or Extended Maturity?
by Thomas Miceli & C. F. Sirmans [Downloadable!]
2007 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill [Downloadable!]
2007 Last Resort Gambles, Risky Debt and Liquidation Policy
by Elettra Agliardi & Rainer Andergassen [Downloadable!]
2007 Progressive Taxation and Corporate Liquidation: Analysis and Policy Implications
by Elettra Agliardi & Rossella Agliardi [Downloadable!]
2007 Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision
by Schoeneborn, Torsten & Schied, Alexander [Downloadable!]
2007 Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling
by cipollini, andrea & missaglia, giuseppe [Downloadable!]
2007 Simulation based approach for measuring concentration risk
by Kim, Joocheol & Lee, Duyeol [Downloadable!]
2007 Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives
by Francois-Éric Racicot [Downloadable!]
2007 Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2007 Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk
by Thomas Philippon & Yuliy Sannikov [Downloadable!]
2007 Bankruptcy Reform and Credit Cards
by Michelle J. White [Downloadable!]
2007 Human Capital, Bankruptcy and Capital Structure
by Jonathan B. Berk & Richard Stanton & Josef Zechner [Downloadable!]
2007 Failure prediction models : performance, disagreements, and internal rating systems
by Janet Mitchell & Patrick Van Roy [Downloadable!]
2007 Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model
by Ivan DE NONI & Antonio LORENZON & Luigi ORSI [Downloadable!]
2007 On Debt Service and Renegotiation when Debt-holders Are More Strategic
by Jean-Marc Bourgeon & Georges Dionne [Downloadable!]
2007 Relying on the Information of Others: Debt Rescheduling with Multiple Lenders
by Claude Fluet & Paolo G. Garella [Downloadable!]
2007 Creditor Passivity: The Effects of Bank Competition and Institutions on the Strategic Use of Bankruptcy Filings
by Hainz, Christa [Downloadable!]
2007 Default Rates in the Loan Market for SMEs
by Fidrmuc, Jarko & Hainz, Christa & Malesich, Anton [Downloadable!]
2007 Analytical solutions for expected and unexpected losses with an additional loan
by Satoshi Yamashita & Toshinao Yoshiba [Downloadable!]
2007 Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs
by Volodymyr Perederiy [Downloadable!]
2007 Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen
by Ronald Franken [Downloadable!]
2007 How do Rating Agencies Score in Predicting Firm Performance
by Gunter Löffler & Peter N. Posch [Downloadable!]
2007 Estimating Probabilities of Default With Support Vector Machines
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer [Downloadable!]
2007 Optimal Resolutions of Financial Distress by Contract
by Nicola Gennaioli & Stefano Rossi [Downloadable!]
2007 Judicial Discretion in Corporate Bankruptcy
by Nicola Gennaioli & Stefano Rossi [Downloadable!]
2007 Default Contagion in Large Homogeneous Portfolios
by Herbertsson, Alexander
2007 Modelling Default Contagion Using Multivariate Phase-Type Distributions
by Herbertsson, Alexander [Downloadable!]
2007 Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach
by Herbertsson, Alexander [Downloadable!]
2007 Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach
by Herbertsson, Alexander & Rootzén, Holger [Downloadable!]
2007 An Early Warning Model for EU banks with Detection of the Adverse Selection Effect
by Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole) [Downloadable!]
2007 The Adjustment of Credit Ratings in Advance of Defaults
by André Güttler & Mark Wahrenburg [Downloadable!]
2007 Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only]
by Petr Jakubík [Downloadable!]
2007 Credit Risk in the Czech Economy
by Petr Jakubík [Downloadable!]
2007 The Structure of Multiple Credit Relationships: Evidence from US Firms
by Luigi Guiso & Raoul Minetti [Downloadable!]
2007 Indicators of corporate default : an EU based empirical study
by Aaro Hazak & Kadri Männasoo [Downloadable!]
2007 Determinants of firm sustainability in Estonia
by Kadri Männasoo [Downloadable!]
2007 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill [Downloadable!]
2007 The Default Risk of Firms Examined with Smooth Support Vector Machines
by Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh [Downloadable!]
2007 Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?
by Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou [Downloadable!]
2007 Optimal Debt Contracts under Costly Enforcement
by Hvide, Hans K & Leite, Tore [Downloadable!]
2007 Are Russian Commercial Courts Biased? Evidence from a Bankruptcy Law Transplant
by Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya [Downloadable!]
2007 Preemption, Start-Up Decisions and the Firms’ Capital Structure
by Michele Moretto & Paolo Panteghini [Downloadable!]
2007 Leasing, Ability to Repossess, and Debt Capacity
by Adriano Rampini & Andrea Eisfeldt [Downloadable!]
2007 Costs and benefits of creditor concentration: An empirical approach
by Amanda Carmignani & Massimo Omiccioli [Downloadable!]
2007 Firms Dynamics, Bankruptcy Laws and Total Factor Productivity
by Hajime Tomura [Downloadable!]
2007 Forbearance Lending and Soft Budget Constraints in Multiple Bank Financing
by Tobias Schüle [Downloadable!]
2007 Macroeconomic Environment and Credit Risk (in English)
by Petr JAKUBÍK [Downloadable!]
2007 Credit Risk and the Finnish Economy
by Petr Jakubík [Downloadable!]
2007 Credit rationing, government credit programs and co-financing
by Dona Rai & [Downloadable!]
2006 Once bitten, twice shy? : The performance of entrepreneurial restarts
by Metzger, Georg [Downloadable!]
2006 Afterlife – Who Takes Heart for Restart?
by Metzger, Georg [Downloadable!]
2006 Money market derivatives and the allocation of liquidity risk in the banking sector
by Fecht, Falko & Hakenes, Hendrik [Downloadable!]
2006 The stability of efficiency rankings when risk-preferences and objectives are different
by Koetter, Michael [Downloadable!]
2006 Valuation of the Firm's Liabilities when Equity Holders are also Creditors
by Marco Realdon [Downloadable!]
2006 Book Values and Market Values of Equity and Debt
by Marco Realdon [Downloadable!]
2006 Sequential Restructuring of Debt Classes, Absolute Priority Violation and Spread Reversals Under Chapter 11
by Adriana Breccia [Downloadable!]
2006 Default Rates in the Loan Market for SMEs: Evidence from Slovakia
by Jarko Fidrmuc & Christa Hainz & Anton Malesich [Downloadable!]
2006 A credit contagion model for loan portfolios in a network of firms with spatial interaction
by Diana Barro & Antonella Basso [Downloadable!]
2006 The influence of the business cycle on bankruptcy probability
by Suzan Hol [Downloadable!]
2006 Convertible Preferred Stock in Venture Capital Financing
by Flippo Ippolito [Downloadable!]
2006 Interest Rate Swap and Corporate Default
by Urban Jermann & Vivian Z. Yue
2006 Bubbles and Self-fulfilling Crises
by Edouard Challe & Xavier Ragot [Downloadable!]
2006 Estructura de financiamiento: ¿cuánta deuda debería incorporar en mi empresa?
by Rubio, Fernando [Downloadable!]
2006 The risk of responsibility of the organ of administration of the cooperative societies in situations of insolvency, and of patrimonial losses
by Sacristán Bergia, Fernando [Downloadable!]
2006 Economic capital allocation under liquidity constraints
by Mierzejewski, Fernando [Downloadable!]
2006 How Law Affects Lending
by Haselmann, Rainer & Pistor, Katharina & Vig, Vikrant [Downloadable!]
2006 Debt-equity choice as a signal of profit profile over time
by Miglo, Anton [Downloadable!]
2006 Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2006 La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2006 Les modèles HJM et LMM revisités
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2006 La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2006 Tendencies and problems of economical insolvency (bankruptcy) institution development in Belarus: 1991 - 2005
by Aliaksei P. Smolski [Downloadable!]
2006 Debt Enforcement Around the World
by Simeon Djankov & Oliver Hart & Caralee McLiesh & Andrei Shleifer [Downloadable!]
2006 Basel II: A Contracting Perspective
by Edward J. Kane [Downloadable!]
2006 Multi-Period Corporate Default Prediction With Stochastic Covariates
by Darrell Duffie & Leandro Siata & Ke Wang [Downloadable!]
2006 Estimation of the Default Risk of Publicly Traded Canadian Companies
by Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu [Downloadable!]
2006 Die Verlustverteilung des unternehmerischen Forderungsausfallrisikos – Eine simulationsbasierte Modellierung
by Henry Dannenberg [Downloadable!]
2006 Estimation of Default Probabilities with Support Vector Machines
by Shiyi Chen & Wolfgang Härdle & Rouslan Moro [Downloadable!]
2006 Exploratory Graphics of a Financial Dataset
by Antony Unwin & Martin Theus & Wolfgang Härdle [Downloadable!]
2006 Graphical Data Representation in Bankruptcy Analysis
by Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer [Downloadable!]
2006 The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis Failures in Japan
by Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi [Downloadable!]
2006 The Impacts of "Shock Therapy" on Large and Small Clients: Experiences from Two Large Bank Failures in Japan
by Shin-ichi Fukuda & Satoshi Koibuchi [Downloadable!]
2006 Optimal Deterministic Debt Contracts
by Karel Janda [Downloadable!]
2006 Does Credit Risk Vary with Economic Cycles? The Case of Finland
by Petr Jakubík [Downloadable!]
2006 Czech Bankruptcy Procedures: Ex-post Efficiency View
by Ondøej Knot & Ondøej Vychodil [Downloadable!]
2006 Ex-Ante vs. Ex-Post Efficiency in Personal Bankruptcy Proceedings
by Eva-Maria Steiger [Downloadable!]
2006 Bankrtuptcy in Russia: External Management Performance
by Zakolyukina Anastasia [Downloadable!]
2006 Probability of Bank Failure: The Russian Case
by Konstandina Natalia [Downloadable!]
2006 Corporate Debt Restructuring and Public Financial Institutions in Japan -Do Government-Affiliated Financial Institutions Soften Budget Constraints?-
by Kenya Fujiwara [Downloadable!]
2006 Modeling Portfolio Defaults using Hidden Markov Models with Covariates
by Konrad Banachewicz & Aad van der Vaart & André Lucas [Downloadable!]
2006 Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks
by Falavigna Greta [Downloadable!]
2006 The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable
by Régis Blazy & Laurent Weill [Downloadable!]
2006 How Recovery Process Influences the Design of Debt Contracts?
by Régis Blazy & Laurent Weill [Downloadable!]
2006 Are Russian Commercial Courts Biased? Evidence from a Natural Bankruptcy Experiment
by Lambert-Mogiliansky, Ariane & Sonin, Konstantin & Zhuravskaya, Ekaterina [Downloadable!]
2006 Financial Structure and Macroeconomic Volatility: Theory and Evidence
by Huizinga, Harry & Zhu, Dantao [Downloadable!]
2006 Optimal Fines in the Era of Whistleblowers
by Buccirossi, Paolo & Spagnolo, Giancarlo [Downloadable!]
2006 Recovery Rates, Default Probabilities And The Credit Cycle
by Max Bruche & Carlos González Aguado [Downloadable!]
2006 On Legal Origins and Brankruptcy Laws: the European Experience (1808-1914)
by Jerome Sgard [Downloadable!]
2006 Bankcruptcy Law and Firms’ Behavior
by Anne Epaulard & Aude Pommeret [Downloadable!]
2006 A Simple Explanation for the Unfavorable Tax Treatment of Investment Costs
by Paolo Panteghini [Downloadable!]
2006 Bankruptcy Regimes and Gambling on Resurrection
by Ondrej Knot & Ondrej Vychodil [Downloadable!]
2006 The costs and benefits of secured creditor control in bankruptcy: Evidence from the UK
by John Armour & Audrey Hsu & Adrian Walters [Downloadable!]
2006 Should we redistribute in insolvency
by John Armour [Downloadable!]
2006 Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities
by An Chen & Michael Suchanecki [Downloadable!]
2006 Implied default barrier in credit default swap premia
by Francisco Alonso & Santiago Forte & José M. Marqués [Downloadable!]
2006 Business demography in Spain: determinants of firm survival
by Paloma López-García & Sergio Puente [Downloadable!]
2006 Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
by Miroslav Misina & David Tessier & Shubhasis Dey [Downloadable!]
2006 Estimation of the Default Risk of Publicly Traded Canadian Companies
by Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu [Downloadable!]
2006 Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol
by Maria Carmen Badia Batlle & M. Mercedes Galisteo Rodriguez & M. Teresa Preixens Benedicto [Downloadable!]
2006 Liquidity Shocks and the Dollarization of a Banking System
by Carlos Gustavo Machicado [Downloadable!]
2006 Reform of the Hungarian corporate insolvency regulation and its financial stability aspects
by Dr. Valéria Széplaki [Downloadable!]
2006 Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach
by Rossella Bisignani & Giovanni Masala & Marco Micocci [Downloadable!]
2006 La reestructuración financiera de las pymes en crisis. Endogeneidad en la elección entre vía privada y vía concursal
by Cristina Aybar Arias & Alejandro Casino Martínez & José López Gracia [Downloadable!]
2005 Quality of Institutions, Credit Markets and Bankruptcy
by Hainz, Christa [Downloadable!]
2005 Time series properties of a rating system based on financial ratios
by Krüger, Ulrich & Stötzel, Martin & Trück, Stefan [Downloadable!]
2005 Evaluating the German bank merger wave
by Koetter, Michael [Downloadable!]
2005 A “wreckers theory” of financial distress
by von Kalckreuth, Ulf [Downloadable!]
2005 New bankruptcy prediction models for Polish companies
by Marek Gruszczynski & Piotr Ciesielski & Mariusz Domeracki [Downloadable!]
2005 Debt-Deflation: Concepts, and a Stylised Model
by Goetz von Peter [Downloadable!]
2005 Central counterparty clearing: constructing a framework for evaluation of risks and benefits
by Kirsi Ripatti [Downloadable!]
2005 Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')
by Martin Bemmann [Downloadable!]
2005 Improving the comparability of insolvency predictions
by Martin Bemmann [Downloadable!]
2005 Bayesian Methods for Improving Credit Scoring Models
by Posch Peter N. & Loeffler Gunter & Schoene Christiane [Downloadable!]
2005 Long Memory Options: LM Evidence and Simulations
by Sutthisit Jamdee & Cornelis A. Los [Downloadable!]
2005 Quality of Institutions, Credit Markets and Bankruptcy
by Christa Hainz [Downloadable!]
2005 Passive Creditors
by Koen Schoors & Konstantin Sonin [Downloadable!]
2005 Assessing Credit with Equity: A CEV Model with Jump to Default
by Luciano Campi & Simon Polbennikov & Sbuelz [Downloadable!]
2005 A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps
by Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl [Downloadable!]
2005 Long Term Debt with Hidden Borrowing
by Heski Bar-Isaac & Vicente Cuñat [Downloadable!]
2005 Fundamental Uncertainties and Firm-level Stock Volatilities
by Yang Yu
2005 Convertible Preferred Stock in Venture Capital Financing
by Filippo Ippolito [Downloadable!]
2005 Failure prediction in the Russian bank sector with logit and trait recognition models
by G. LANINE & R. VANDER VENNET [Downloadable!]
2005 Credit Market Development, Economic Performance and Business Cycle Volatility
by Caterina Mendicino
2005 Predicting Agency Rating Migrations with Spread Implied Ratings
by Jianming Kou & Dr Simone Varotto [Downloadable!]
2005 Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms
by Papanastasopoulos, George [Downloadable!]
2005 L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2005 De l'évaluation du risque de crédit
by Francois-Éric Racicot & Raymond Théoret [Downloadable!]
2005 How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach
by Holger Kraft & Mogens Steffensen [Downloadable!]
2005 Exploring Interactions between Real Activity and the Financial Stance
by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
2005 The Efficiency of the Bankruptcy Process. An International Comparison
by Buttwill, Klas & Wihlborg, Clas [Downloadable!]
2005 Callable Risky Perpetual Debt: Options, Pricing And Bankruptcy Implications
by Mjøs, Aksel & Persson, Svein-Arne [Downloadable!]
2005 Optimal contracts under imperfect enforcement revisited
by Hvide, Hans K. [Downloadable!]
2005 Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
by Byström, Hans
2005 Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
by Byström, Hans N. E. [Downloadable!]
2005 Default Probabilities According to the Bond Market
by Byström , Hans & Kwon, Oh Kang
2005 Quadratic Portfolio Credit Risk models with Shot-noise Effects
by Gaspar, Raquel M. & Schmidt, Thorsten [Downloadable!]
2005 Correlation Between Intensity and Recovery in Credit Risk Models
by Gaspar, Raquel M. & Slinko, Irina [Downloadable!]
2005 Financial Distress and Reputational Concerns
by Hind Sami [Downloadable!]
2005 Modelling the role of credit rating agencies - Do they spark off a virtuous circle?
by Christina E. Bannier & Marcel Tyrell [Downloadable!]
2005 Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data
by Matteo Manera & Umberto Cherubini [Downloadable!]
2005 Times-To-Default:Life Cycle, Global and Industry Cycle Impact
by Fabien Couderc & Olivier Renault [Downloadable!]
2005 Understanding Default Risk Through Nonparametric Intensity Estimation
by Fabien Couderc [Downloadable!]
2005 Socially Efficient Managerial Dishonesty
by Besancenot, Damien & Vranceanu, Radu [Downloadable!]
2005 Measuring Financial Stability: Applying the MfRisk Model to the Netherlands
by Jan Willem van den End & Mostafa Tabbae [Downloadable!]
2005 Model-based Measurement of Latent Risk in Time Series with Applications
by Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman [Downloadable!]
2005 Close-form pricing of benchmark equity default swaps under the CEV assumption
by Campi, Luciano & Sbuelz, Alessandro [Downloadable!]
2005 Assessing credit with equity : a CEV model with jump to default
by Campi, Luciano & Polbennikov, Simon & Sbuelz, Alessandro [Downloadable!]
2005 The Toehold Puzzle
by Betton, Sandra & Eckbo, B Espen & Thorburn, Karin S [Downloadable!]
2005 A Study of Inefficient Going Concerns in Bankruptcy
by Franks, Julian R & Lóránth, Gyöngyi [Downloadable!]
2005 Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes
by Acharya, Viral V & John, Kose & Sundaram, Rangarajan K [Downloadable!]
2005 Bidding in Mandatory Bankruptcy Auctions: Theory and Evidence
by Eckbo, B Espen & Thorburn, Karin S [Downloadable!]
2005 Reputation and the Soft-Budget Constraint
by Alexei Deviatov & Barry W. Ickes [Downloadable!]
2005 Passive Creditors
by Koen Schoors & Konstantin Sonin [Downloadable!]
2005 Capital Structure, Credit Risk, and Macroeconomic Conditions
by Dirk Hackbarth & Junjian Miao & Erwan Morellec [Downloadable!]
2005 Debt-deflation: concepts and a stylised model
by Goetz von Peter [Downloadable!]
2005 Trade Credit as Collateral
by Massimo Omiccioli [Downloadable!]
2005 Valoracion de credit default swaps: Una aplicacion del modelo de Hull-White al mercado espanol
by Maria Carmen Badia Batlle & Merche Galisteo & M. Teresa Preixens Benedicto [Downloadable!]
2005 A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis
by Juliana Yim & Heather Mitchell [Downloadable!]
2005 Entrepreneurs and the Choice of Limited Liability
by Michael T. K. Horvath & Michael J. Woyode
2005 Optimal Transparency and Risk-Taking to Avoid Currency Crises
by Christina E. Bannier & Frank Heinemann
2005 What Drives the Optimal Bankruptcy Law Design? (in English)
by Ondřej Knot & Ondřej Vychodil [Downloadable!]
2005 Soutien financier ou mise en faillite de l'entreprise? Comprendre la décision de la banque
by Catherine Refait
2005 Recuperación de empresas por sus trabajadores y autogestión obrera. Un estudio de caso de una empresa en Argentina
by L. Melina Deledicque & Mariano Féliz & Juliana Moser [Downloadable!]
2004 Are Credit Ratings Valuable Information?
by Czarnitzki, Dirk & Kraft, Kornelius [Downloadable!]
2004 Systematic Risk in Recovery Rates – An Empirical Analysis of US Corporate Credit Exposures
by Düllmann, Klaus & Trapp, Monika [Downloadable!]
2004 Financial distress of companies in Poland
by Marek Gruszczynski [Downloadable!]
2004 Asset Prices and Banking Distress: A Macroeconomic Approach
by Goetz von Peter [Downloadable!]
2004 The Valuation of Corporate Debt with Default Risk
by Hassan Naqvi [Downloadable!]
2004 Long Memory Options: Valuation
by SUTTHISIT JAMDEE & CORNELIS A. LOS [Downloadable!]
2004 Financial Market Imperfections and Investment: an Overview
by Christian Calmès [Downloadable!]
2004 Determinants of the loan loss allowance: some cross-country comparisons
by Iftekhar Hasan & Larry D. Wall [Downloadable!]
2004 Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation
by Gatfaoui Hayette [Downloadable!]
2004 Insolvency and Economic Development:Regional Variation and Adjustment
by Richard Fabling & Arthur Grimes [Downloadable!]
2004 A Markovian Defaultable Term Structure Model with State Dependent Volatilities
by Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios [Downloadable!]
2004 Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton's Credit Risk Valuation
by Hayette Gatfaoui
2004 Entre la peste et le choléra Le détenteur d’obligations peut préférer la répudiation au défaut…
by Kim Oosterlinck & Loredana Ureche-Rangau [Downloadable!]
2004 Credit Risk Mitigation Evidence in Auto Leases: LGD and Residual Value Risk
by Hughes Pirotte & Mathias Schmit & Céline Vaessen [Downloadable!]
2004 Why Borrowers Pay Premiums to Larger Lenders: Empirical Evidence from Sovereign Syndicated Loans
by Issam Hallak [Downloadable!]
2004 Estimating Default Risk Premia from Default Swap Rates and EDFs
by Antje Berndt & Rohan Douglas
2004 Fast Bargaining in Bankruptcy
by David Benjamin [Downloadable!]
2004 Evidence on the Effect of US Consumer Bankruptcy Exemptions
by Charles Grant [Downloadable!]
2004 Business Dynamics in Europe
by Nicola Brandt [Downloadable!]
2004 Behavioral Corporate Finance: A Survey
by Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler [Downloadable!]
2004 Multi-Period Corporate Failure Prediction with Stochastic Covariates
by Darrell Duffie & Ke Wang [Downloadable!]
2004 Insolvency and Economic Development: Regional Variation and Adjustment
by Richard Fabling & Arthur Grimes [Downloadable!]
2004 Quality of Institutions, Credit Markets and Bankruptcy
by Hainz, Christa [Downloadable!]
2004 Can bankruptcy law discriminate between heterogeneous firms when information is incomplete ? The case of legal sanctions
by Régis Blazy [Downloadable!]
2004 Microeconomic Evidence of Creative Destruction in Industrial and Developing Countries
by Bartelsman, Eric & Haltiwanger, John & Scarpetta, Stefano [Downloadable!]
2004 Silent Large Shareholders and Entrenched Bank Management: Evidence from Banking Crisis in Japan
by Masaharu Hanazaki & Toshiyuki Souma & Yupana Wiwattanakantang [Downloadable!]
2004 Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
2004 Does Sweden Have Too Many or Too Few Bankruptcies Compared to EU Countries, Norway and the USA?
by Buttwill, Klas
2004 Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
by Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda
2004 Central counterparty clearing: constructing a framework for evaluation of risks and benefits
by Ripatti, Kirsi [Downloadable!]
2004 Macro stress testing with a macroeconomic credit risk model for Finland
by Virolainen , Kimmo [Downloadable!]
2004 Capital Structure, Credit Risk, and Macroeconomic Conditions
by Dirk Hackbarth & Jianjun Miao & Erwan Morellec [Downloadable!]
2004 Investment and Dividends under Irreversibility and Financial Constraints
by Richard Holt [Downloadable!]
2004 Investment and Dividends under Irreversibility and Financial Constraints (first version)
by Richard Holt
2004 The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach
by Gary Koop & Kai Li [Downloadable!]
2004 Prohibitions on Punishments in Private Contracts
by Andrew Newman & Philip Bond
2004 Loans to distressed firms: Political connections, Related lending, Business Group Affiliation and Bank Governance
by Sung Wook Joh & Ming Ming Chiu
2004 Multi-Period Corporate Failure Prediction With Stochastic Covariates
by Ke Wang & Darrell Duffie
2004 Multi-Period Corporate Failure Prediction With Stochastic Covariates
by Ke Wang & Darrell Duffie
2004 Estimation of Credit and Default Spreads: An Application to CDO Valuation
by Jaesun Noh [Downloadable!]
2004 Comments on "A reconsideration of tax shield valuation" by Enrique R. Arzac and Lawrence R. Glosten
by Fernandez, Pablo [Downloadable!]
2004 Rating Companies with Support Vector Machines
by Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer [Downloadable!]
2004 Microeconomic Evidence of Creative Destruction in Industrial and Developing Countries
by Eric J. Bartelsman & John Haltiwanger & Stefano Scarpetta [Downloadable!]
2004 Capital structure and managerial compensation : the effects of remuneration seniority
by Calcagno, R. & Renneboog, L.D.R. [Downloadable!]
2004 Passive Creditors
by Schoors, Koen & Sonin, Konstantin [Downloadable!]
2004 Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring
by Brunner, Antje & Krahnen, Jan Pieter [Downloadable!]
2004 Multiple Creditors and Information Rights: Theory and Evidence from US Firms
by Guiso, Luigi & Minetti, Raoul [Downloadable!]
2004 The U-Shaped Investment Curve: Theory and Evidence
by Cleary, Sean & Povel, Paul E M & Raith, Michael [Downloadable!]
2004 Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic
by Alexis Derviz & Jiri Podpiera [Downloadable!]
2004 Quality of Institutions, Credit Markets and Bankruptcy
by Christa Hainz [Downloadable!]
2004 Multiple but Asymmetric Bank Financing: The Case of Relationship Lending
by Ralf Elsas & Frank Heinemann & Marcel Tyrell [Downloadable!]
2004 Reforming The Governance Of Corporate Rescue: The Enterprise Act 2002
by John Armour & Rizwaan Jameel Mokal [Downloadable!]
2004 The Legal Road To Replicating Silicon Valley
by John Armour & Douglas Cumming [Downloadable!]
2004 Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions
by Bhattacharjee, A. & Higson, C. & Holly, S. & Kattuman, P. [Downloadable!]
2004 Asset prices and banking distress: a macroeconomic approach
by Goetz von Peter [Downloadable!]
2004 Financial Market Imperfection, Overinvestment,and Speculative Precaution
by Christian Calmès [Downloadable!]
2004 Análise Da Influência Da Lei De Falências E Da Eficiência Do Judiciário No Desenvolvimento Do Mercado De Crédito
by Aloisio Araújo & Bruno Funchal [Downloadable!]
2004 Two New Measures of Bankruptcy Efficiency
by Ricardo Brogi & Paolo Santella [Downloadable!]
2003 Is Cash Auction Procedure a Bargain? Evidence from U.S. Bankruptcy Courts
by Ning Zhu [Downloadable!]
2003 A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises
by Goetz von Peter [Downloadable!]
2003 Optimal Capital Structure and Industry Dynamics
by Jianjun Miao [Downloadable!]
2003 The U-shaped Investment Curve: Theory and Evidence
by Sean Cleary & Paul Povel & Michael Raith [Downloadable!]
2003 Das Beweismaß der "überwiegenden Wahrscheinlichkeit" im Rahmen der Glaubhaftmachung einer Fortbestehensprognose - zugleich Replik auf die Entgegnung von Drukarczyk/Schüler, WPg 2003, S. 56 bis 67
by Paul J. Groß & Matthias Amen [Downloadable!]
2003 Die Erstellung der Fortbestehensprognose
by Paul J. Groß & Matthias Amen [Downloadable!]
2003 Die Fortbestehensprognose - Rechtliche Anforderungen und deren betriebswirtschaftliche Grundlagen
by Paul J. Gross & Matthias Amen [Downloadable!]
2003 Risk Disaggregation And Credit Risk Valuation In The Merton Like Way
by Hayette Gatfaoui [Downloadable!]
2003 Liquidation Triggers and the Valuation of Equity and Debt
by Dan Galai & Alon Raviv & Zvi Wiener [Downloadable!]
2003 The Market's View on the Probability of Banking Sector Failure: Cross-Country Comparisons
by Hans Byström [Downloadable!]
2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
by Hans Byström [Downloadable!]
2003 An Implementation of the Shirakawa Jump-Diffusion Term Structure Model
by Christina Nikitopoulos-Sklibosios & Carl Chiarella
2003 Performance, Firm Size and the Heterogeneity of Competetive Strategy for Long-lived Small Firms: A Simultaneous Equations Approach
by Bernadette Power & Gavin C. Reid [Downloadable!]
2003 Comparative Analysis of Firm Demographics and Survival: Micro-Level Evidence for the OECD Countries
by Eric Bartelsman & Stefano Scarpetta & Fabiano Schivardi [Downloadable!]
2003 Propping and Tunneling
by Eric Friedman & Simon Johnson & Todd Mitton [Downloadable!]
2003 Endogenous Value and Financial Fragility
by Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel [Downloadable!]
2003 Endogenous Value and Financial Fragility
by Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel [Downloadable!]
2003 Introducing Capital Structure in a Production Economy: Implications for Investment, Debt and Dividends
by Fabio ALESSANDRINI [Downloadable!]
2003 Pecking Order Versus Trade-Off: An Empirical Approach To The Small And Medium Enterprise Capital Structure
by Francisco Sogorb- Mira & José Lopez- Gracia [Downloadable!]
2003 Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies
by Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
2003 A Simple Continuous Measure of Credit Risk
by Byström, Hans & Kwon, Oh Kang
2003 The Market’s View on the Probability of Banking Sector Failure: Cross-Country Comparisons
by Byström, Hans
2003 Estimating Default Probabilities Using Stock Prices: The Swedish Banking Sector During the 1990s Banking Crisis
by Byström, Hans
2003 Determinants of the loan loss allowance: some cross-country comparisons
by Hasan, Iftekhar & Wall , Larry D. [Downloadable!]
2003 On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities
by Olivier RENAULT & Olivier SCAILLET [Downloadable!]
2003 Does Poor Legal Enforcement Make Households Credit-Constrained?
by Daniela FABBRI & Mario PADULA [Downloadable!]
2003 Evidence on the Effect of US Consumer Bankruptcy Exemptions
by Charles GRANT [Downloadable!]
2003 Investment and Financing Decisions when Liquidation is Costly
by W.A. Bruinshoofd & W.A. Letterie [Downloadable!]
2003 Depositor and Investor Protection in the EU and the Netherlands: A Brief History
by Gillian Garcia & Henriette Prast [Downloadable!]
2003 Business Survival and Success of Young Small Business Owners
by C. Mirjam van Praag [Downloadable!]
2003 Turbulence, Flexibility and Performance of the Long-lived Small Firm
by Bernadette Power & Gavin C Reid [Downloadable!]
2003 Structural rfv: recovery form and defaultable debt analysis
by Sbuelz, A. & Guha, R. [Downloadable!]
2003 Understanding the Recovery Rates on Defaulted Securities
by Acharya, Viral V & Bharath, Sreedhar T & Srinivasan, Anand [Downloadable!]
2003 Credit, Wages and Bankruptcy Laws
by Biais, Bruno & Mariotti, Thomas [Downloadable!]
2003 Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio
by Alexis Derviz & Narcisa Kadlcakova & Lucie Kobzova [Downloadable!]
2003 Courts and Sovereign Eurobonds: Credibility of the Judicial Enforcement of Repayment
by Issam Hallak [Downloadable!]
2003 Shareholder Primacy and the Trajectory of UK Corporate Governance
by John Armour & Simon Deakin & Suzanne J. Konzelmann [Downloadable!]
2003 Una comparacion de la seleccion de los ratios contables en los modelos contable-financieros de prediccion de la insolvencia empresarial
by Antonio David Somoza Lopez & Josep Vallverdu Calafell [Downloadable!]
2003 The Lender-Borrower Relationship with Risk Averse Lenders
by Thilo Pausch [Downloadable!]
2003 Valuation of Defaultable Bonds and Debt Restructuring
by Ariadna Dumitrescu [Downloadable!]
2003 Ein neues Bankinsolvenzrecht für die Schweiz
by Urs W. Birchler & Dominik Egli [Downloadable!]
2003 Structure du capital et mesures de restructuration
by Éric Séverin & Solène Dhennin [Downloadable!]
2003 Faut-il adopter un système pro-créanciers de défaillances? Une revue de la littérature
by Gilles Recasens [Downloadable!]
2003 The Ooghe-Joos-De Vos Failure Prediction Models: A Cross-Industry Validation
by Hubert Ooghe & Sofie Balcaen & Jan Camerlynck
2002 Dynamics in ownership and firm survival: Evidence from corporate Germany
by Jens Köke [Downloadable!]
2002 An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
by Enrico De Giorgi [Downloadable!]
2002 Circular Variable Work In Process
by Luis Vildosola [Downloadable!]
2002 MODIS: A Market-Oriented Deposit Insurance Scheme
by Reza Vaez-Zadeh & Danyang Xie & Edda Zoli [Downloadable!]
2002 Banken, instituties en zachte budgetbeperkingen tijdens de transitie
by Ralph de Haas [Downloadable!]
2002 On valuing corporate debt with the volatility of corporate assets evolving according to an Ornstein-Uhlenbeck process
by Bakhodir Ergashev [Downloadable!]
2002 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech republic
by Jan Hanousek & Gerard Roland [Downloadable!]
2002 Determinants of Financial Distress: What Drives Bankruptcy in a Transition Economy? The Czech Republic Case
by Lubomír Lízal [Downloadable!]
2002 Hybrid multi-objective evolutionary computation of constrained downside risk-return efficient sets for credit portfolios
by Frank Schlottmann & Detlef Seese [Downloadable!]
2002 Corporate Walkout Decisions and the Value of Default
by Tom Dahlstrom & Pierre Mella-Barral
2002 Risk Management and Capital Structure:Information Costs and Agency Costs Effects
by MONDHER BELLALAH & INASS EL FARISSI
2002 Turbulence, Flexibility and Performance of the Long-lived Small Firm
by Bernadette Power & Gavin C. Reid [Downloadable!]
2002 Resolving Non-performing Assets of the Indian Banking System
by He, Dong [Downloadable!]
2002 Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives
by Nengjiu Ju & Robert Parrino & Allen M. Poteshman & Michael S. Weisbach [Downloadable!]
2002 Dynamics in ownership and firm survival: Evidence from corporate Germany
by Jens Köke [Downloadable!]
2002 Bank Value and Financial Fragility
by Gobert, Karine & González, Patrick & Poitevin, Michel [Downloadable!]
2002 Lender Liability and Cleanup Procudure: A Comparison
by Mami Kobayashi & Hiroshi Osano
2002 How Sme Uniqueness Affects Capital Structure: Evidence From A 1994-1998 Spanish Data Panel
by Francisco Sogorb- Mira [Downloadable!]
2002 Banking in Japan: Will "To Big To Fail" Prevail?
by Adrian van Rixtel & Yupana Wiwattanakantang & Toshiyuki Souma & Kazunori Suzuki [Downloadable!]
2002 Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macro Economy
by Carling, Kenneth & Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper [Downloadable!]
2002 Konkursinstitutet som finansiell institution
by Gratzer, Karl [Downloadable!]
2002 Integrated Market and Credit Risk Management of Fixed Income Portfolios
by Roger Walder [Downloadable!]
2002 Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling
by Michael WESTPHALEN [Downloadable!]
2002 Repeated dilution of diffusely held debt
by HEGE, Ulrich & MELLA-BARRAL, Pierre [Downloadable!]
2002 Bailout and Conglomeration
by Se-Jik Kim [Downloadable!]
2002 The choice between rights-preserving issue methods : regulatory and financial aspects of issuing seasoned equity in the UK
by Korteweg, A. & Renneboog, L.D.R. [Downloadable!]
2002 When Does Strategic Debt Service Matter?
by Acharya, Viral V & Huang, Jing-Zhi & Subrahmanyam, Marti G. & Sundaram, Rangarajan K [Downloadable!]
2002 Control Benefits and CEO Discipline in Automatic Bankruptcy Auctions
by Eckbo, B Espen & Thorburn, Karin S [Downloadable!]
2002 A Model of Credit Risk, Optimal Policies and Asset Prices
by Basak, Suleyman & Shapiro, Alex [Downloadable!]
2002 Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
by Acharya, Viral V & Carpenter, Jennifer [Downloadable!]
2002 Overbidding versus Fire-Sales in Bankruptcy Auctions
by Eckbo, B Espen & Thorburn, Karin S [Downloadable!]
2002 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic
by Hanousek, Jan & Roland, Gérard [Downloadable!]
2002 A Panel Analysis Of UK Industrial Company Failure
by Natalia Isachenkova & John Hunter [Downloadable!]
2002 Corporate Ownership Structure and the Evolution of Bankruptcy Law in the US and UK
by John Armour & B.R. Cheffins & D.A. Skeel Jr. [Downloadable!]
2002 Default-risky Sovereign Debt
by Andreas Wiggers [Downloadable!]
2002 Optimal capital structure and endogenous default
by Bianca Hilberink & L.C.G. Rogers [Downloadable!]
2002 Fragilização de grandes bancos no início do Plano Real [The weakening of big banks in the beginnings of the Plano Real]
by Carlos Eduardo Carvalho & Giuliano Contento de Oliveira [Downloadable!]
2002 Coordination Failure with Multiple-Source Lending, the Cost of Protection Against a Powerful Lender
by Franz Hubert & Dorothea Schäfer
2002 On Debt Financing and Investment Timing
by Paolo M. Panteghini [Downloadable!]
2002 Risque juridique et rôle des banques dans le gouvernement des entreprises
by Laurent Vilanova [Downloadable!]
2002 Argentina One Year On: From a Monetary Crisis to a Financial Crisis
by Jerome Sgard [Downloadable!]
2001 Dynamics in ownership and firm survival : evidence from corporate Germany
by Heiss, Florian & Köke, Jens [Downloadable!]
2001 Determinants of acquisition and failure : stylized facts and lessons for empirical studies
by Köke, Jens [Downloadable!]
2001 Moving in and out of financial distress : evidence for newly founded service sector firms
by Kaiser, Ulrich [Downloadable!]
2001 Pricing the Risk of Recovery in Default with APR Violation
by Haluk Unal & Dilip Madan & Levent Güntay [Downloadable!]
2001 Banking Passivity And Regulatory Failure In Emerging Markets: Theory And Evidence From The Czech Republic
by Jan Hanousek & Gerard Roland [Downloadable!]
2001 Dollarization of Liabilities in Non-tradable Goods Sector
by Frederic Chabellard [Downloadable!]
2001 Mergers and Technological Change: 1885-1998
by Boyan Jovanovic & Peter L. Rousseau [Downloadable!]
2001 Failures in B2C Companies; Two Examples and Lessons for New Players
by Sian Owen [Downloadable!]
2001 The Optimal Concentration of Creditors
by Arturo Bris & Ivo Welch [Downloadable!]
2001 Ex Ante Costs of Violating Absolute Priority in Bankruptcy
by Lucian Arye Bebchuk [Downloadable!]
2001 A New Approach to Valuing Secured Claims in Bankruptcy
by Lucian Arye Bebchuk & Jesse M. Fried [Downloadable!]
2001 Prices, Margins and Liquidity Constraints: Swedish Newspapers 1990-1996
by Asplund, Marcus & Eriksson, Rickard & Strand, Niklas [Downloadable!]
2001 Corporate Financial Policies and Performance Around Currency Crises
by Bris, Arturo & Koskinen, Yrjö & Pons, Vicente [Downloadable!]
2001 An Analysis of Subordinated Debt in Banking: The Case of Costly Bankruptcy
by Nivorozhkin, Eugene [Downloadable!]
2001 Pourquoi les fragilites financieres des Etats-Unis n'ont-elles pas conduit plus rapidement a une crise?
by Artus, P.
2001 Analysis of Length of Time Spent in Chapter 11 Bankruptcy
by Jesus Orbe & Eva Ferreira & Vicente Nunez-Anton [Downloadable!]
2001 Aggregate Shock, Capital Market Opening, and Optimal Bailout
by Se-Jik Kim & Ivailo Izvorski [Downloadable!]
2001 Corporate Debt Restructuring: Evidence on Lending Coordination in Financial Distress
by Brunner, Antje & Krahnen, Jan Pieter [Downloadable!]
2001 Ex Ante Costs of Violating Absolute Priority in Bankruptcy
by Bebchuk, Lucian Arye [Downloadable!]
2001 How to Sell a (Bankrupt) Company?
by Cornelli, Francesca & Felli, Leonardo [Downloadable!]
2001 Project Financing when the Principal Cannot Commit
by M. Martin Boyer [Downloadable!]
2001 Banking Passivity and Regulatory Failure in Emerging Markets: Theory and Evidence from the Czech Republic
by Jan Hanousek & Gerard Roland [Downloadable!]
2001 On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990's
by J Hunter & N Isachencova
2001 The Law and Economics of Corporate Insolvency: A Review
by John Armour [Downloadable!]
2001 The Derivation of a New Model of Equity Duration
by Lewin, R.A. & Satchell, S.E. [Downloadable!]
2001 The Limited Liability Effect in Experimental Duopoly Markets
by Jörg Oechssler & Frank Schuhmacher [Downloadable!]
2001 Outside Collateral, Preserving The Value Of Inside Collateral And Sorting
by Dorothea Schäfer [Downloadable!]
2001 International Dimensions of Japanese Insolvency Law
by Bhala, Raj [Downloadable!]
2001 Le gouvernement de l'entreprise défaillante: étude de trente plans de continuation
by Christine Pochet [Downloadable!]
2000 Using Options to Divide Value in Corporate Bankruptcy
by Lucian Arye Bebchuk [Downloadable!]
2000 An Economic Analysis of Transnational Bankruptcies
by Lucian Arye Bebchuk & Andrew T. Guzman [Downloadable!]
2000 Les déterminants des faillites bancaires dans les pays en développement: le cas des pays de l'Union économique et monétaire Ouest-africaine (UEMOA)
by POWO FOSSO, Bruno [Downloadable!]
2000 Banking, Commerce, and Antitrust
by Stefan ARPING [Downloadable!]
2000 Debt and Product Market Fragility
by Stefan ARPING [Downloadable!]
2000 Bankruptcy, Corporate Governance and Competition -Some Important Links
by Maule, C.
2000 Estimation du risque de defaut par une modelisation stochastique du bilan : application a des firmes industrielles francaises
by Refait, C.
2000 La "trajectoire de restructuration" des entreprises: une analyse chronologique des comptes annuels
by Lona, Ch. & Van Wymeersch, Ch.
2000 Different Approaches to Bankruptcy
by Hart, O.
2000 Dynamic Financial Contract under Extended Liability
by Coestier, B.
2000 A Model of Debt Deflation and Disproportionate Reflation
by Furuya, K.
2000 Crise de solvabilite, crise de balance des paiements: peut-il y avaoir equilibres multiples?
by Artus, P.
2000 Prix des actions et politique monetaire
by Artus, P.
2000 Pourquoi y-a-t'il des rachats d'actions?
by Artus, P.
2000 Lier le niveau d'endettement a la valeur des actions detenues est-il dangereux?
by Artus, P.
2000 Corporate Leverage, Bankcruptcy and Output Adjustment in Post-Crisis East Asia
by Se Jik Kim & Mark R. Stone [Downloadable!]
2000 Capture of Bankruptcy: Theory and Evidence from Russia
by Lambert-Mogiliansky, Ariane & Sonin, Konstantin & Zhuravskaya, Ekaterina [Downloadable!]
2000 Liquidity Constraints, Production Costs And Output Decisions
by Povel, Paul E M & Raith, Michael [Downloadable!]
2000 Collateral, Renegotiation And The Value Of Diffusely Held Debt
by Hege, Ulrich & Mella-Barral, Pierre [Downloadable!]
2000 How to Sell a (Bankrupt) Company
by Cornelli, Francesca & Felli, Leonhard [Downloadable!]
2000 Norms In Private Insolvency Procedures: The 'London Approach' To The Resolution Of Financial Distress
by John Armour & Simon Deakin [Downloadable!]
2000 Rethinking Receivership
by John Armour & Sandra Frisby [Downloadable!]
2000 Financial distress, bank debt restructurings, and layoffs
by A. Jorge Padilla & Alejandro Requejo [Downloadable!]
2000 Bank mergers and the fragility of loan markets
by Erkki Koskela & Rune Stenbacka [Downloadable!]
1999 An Empirical Analysis of Personal Bankruptcy and Delinquency
by David B. Gross & Nicholas S. Souleles [Downloadable!]
1999 The Enterprise Isolation Program in Russia
by Simeon Djankov [Downloadable!]
1999 Is Attack the Best form of Defence? A Competing Risks Analysis of Acquisition Activity in the UK
by Andrew P. Dickerson & Heather D. Gibson & Euclid Tsakalotos [Downloadable!]
1999 A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design
by Hugues Pirotte [Downloadable!]
1999 Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates
by Hugues Pirotte [Downloadable!]
1999 The Impact of Contingencies on Information System Development
by Gavin C Reid & Julia A Smith [Downloadable!]
1999 Signalling with Debt Maturity Choice
by Fabrice Rousseau; [Downloadable!]
1999 Latin American Insolvency Systems. A Comparative Assessment
by Rowat, M. & Astigarraga, J.
1999 Latin American Insolvency Systems. A Comparative Assessment
by Rowat, M. & Astigarraga, J.
1999 Collateral, Renegotiation and the Value of Diffusely Held Debt
by Hege, U. & Mella-Barral, P.
1999 Liquidation ou redressement des entreprises: decision de la banque et impact sur la probabilite de faillite
by Refait, C.
1999 Liquidation ou redressement des entreprises: decision de la banque et impact sur la probabilite de faillite
by Refait, C.
1999 Protection for Whom? Creditor Conflicts in Bankruptcy
by Longhofer, S.D. & Peters, S.R.
1999 Protection for Whom? Creditor Conflicts in Bankruptcy
by Longhofer, S.D. & Peters, S.R.
1999 Conflicts of Interest, Employment Decisions, and Debt Restructuring: Evidence from Spanish Firms in Financial Distress
by Padilla, A.J. & Requejo, A.
1999 Conflicts of Interest, Employment Decisions, and Debt Restructuring: Evidence from Spanish Firms in Financial Distress
by Padilla, A.J. & Requejo, A.
1999 An analytic approach to credit risk of large corporate bond and loan portfolios
by Lucas, Andr‚ & Klaassen, Pieter & Spreij, Peter [Downloadable!]
1999 Collateral, renegotiation and the value of diffusely held debt
by Hege, U. & Mella-Barral, P. [Downloadable!]
1999 Liquidation values, risk and capital structure
by Rosellon, M. [Downloadable!]
1999 The Enterprise Isolation Programme in Romania
by Djankov, Simeon [Downloadable!]
1998 Section 365, Mandatory Bankruptcy Rules and Inefficient Continuance
by Yeon-Koo Che & Alan Schwartz [Downloadable!]
1998 An Integrative Analysis of Business Bankruptcy in Australia
by Cheung, L. & Levy, A. [Downloadable!]
1998 How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
by Hugues Pirotte & Didier Cossin [Downloadable!]
1998 The Uneasy Case for the Priority of Secured Claims in Bankruptcy: Further Thoughts and a Reply to Critics
by Lucian Arye Bebchuk & Jesse Fried [Downloadable!]
1998 Japanse Corporate Governance in Transition
by Kojima, K.
1998 Shifts in the Japanese Corporate Governance
by Kojima, K.
1998 Bankrupcy, auditor Switching and Audit failure: Evidence from the UK. 1987-1994
by Clive Lennox [Downloadable!]
1998 Bank Lending Policy, Credit Scoring and Value at Risk
by Jacobson, Tor & Roszbach, Kasper [Downloadable!]
1998 Minimal Rights in Claims Problems
by Herrero, C.
1998 Preeminence and Sustainability in Bankruptcy Problems
by Herrero, C. & Villar, A.
1998 Why Don't More Households File for Bankruptcy?
by White, M.J.
1998 Why It Pays to File for Bankruptcy: A Critical Look at Incentives Under U.S. Bankruptcy Laws and A Proposal for Change
by White, M.J.
1998 The Bankruptcy Decision: Does Stigma Matter?
by Fay, S. & Hurst, E. & White, M.J.
1998 Japanse Corporate Governance in Transition
by Kojima, K.
1998 Shifts in the Japanese Corporate Governance
by Kojima, K.
1998 Kinship, Gender, and Business Failure: Merchants' Bankruptcies and Social Relations in Upper Germany, 1520-1620
by Haberlein, M.
1998 Environmental Risk and Extended Liability: the Case of Green Technologies
by Dionne, G. & Spaeter, S.
1998 Modele anglo-saxon ou modele europeen de financement des entreprises: pourquoi y a-t-il des choix differents?
by Artus, P.
1998 A Theory of Risk Pooling and Voluntary Liquidiation of Firms: with an Application to Township-Village Enterprises in China
by Liang Zou & Laixiang Sun
1998 A Comparative Study of Structural Models of Corporate Bond Yields: An Exploratory Investigation
by Anderson, Ronald & Sundaresan, Suresh [Downloadable!]
1998 Revenue Efficiency and Change of Control: The Case of Bankruptcy
by Cornelli, Francesca & Felli, Leonardo [Downloadable!]
1998 Asset Bubbles, Domino Effects and 'Lifeboats': Elements of the East Asian Crisis
by Edison, Hali J & Luangaram, Pongsak & Miller, Marcus [Downloadable!]
1998 Strategic Creditor Passivity, Regulation and Bank Bailouts
by Mitchell, Janet [Downloadable!]
1998 Seniority Structure and Financial Intermediation
by Schuhmacher, Joachim [Downloadable!]
1997 Priority Contracts and Priority in Bankruptcy
by Alan Schwartz [Downloadable!]
1997 Contracting About Bankruptcy
by Alan Schwartz [Downloadable!]
1997 Phenomenology of financial vulnerability in French municipalities of 2,000 to 10,000 inhabitants
by Akim A. Tairou [Downloadable!]
1997 Swap Credit Risk: An Empirical Investigation on Transaction Data
by Hugues Pirotte & Didier Cossin [Downloadable!]
1997 A New Bankruptcy Procedure that Uses Multiple Auctions
by Oliver Hart & Rafael La Porta Drago & Florencio Lopez-de-Silane & John Moore [Downloadable!]
1997 Debt and Corporate Performance: Evidence from Unsuccessful Takeovers
by Assem Safieddine & Sheridan Titman [Downloadable!]
1997 Japanese Financial Relationships in Transition
by Kojima, K.
1997 Causes et mecanismes des faillites d'entreprises : une synthese bibliographique
by Liefooghe, B
1997 Japanese Financial Relationships in Transition
by Kojima, K.
1997 Default and Renegotiation : A Dynamic Model of Debt
by Hart, O & Moore, J
1997 The Management of Financial Risks at German Nonfinancial Firms : The Case of Metallgesellschaft
by Frankel, A-B & Palmer, D-E
1997 Debt Valuation and Marketability Risk
by Tychon, Pierre & Vannetelbosch, Vincent J. [Downloadable!]
1997 Multiple Versus Single Banking Relationships
by Detragiache, Enrica & Garella, Paolo & Guiso, Luigi [Downloadable!]
1997 Valuation of Irreversible Entry Options under Uncertainty and Taxation
by Luis H. R. Alvarez & Vesa Kanniainen
1997 A variational approach for pricing options and corporate bonds
by Jean-Charles Rochet & Jean-Paul DÊcamps
1996 Capital Structure at Inception and the Short-Run Performance of Micro-Firms
by Gavin C Reid [Downloadable!]
1996 Financial Distress, Bank Debt Restructurings, and Layoffs: Theory and Evidence
by Padilla, A.J. & Requejo, A.
1996 Bank Mergers, Interest Rates and the Fragility of Loan Markets
by Erkki Koskela & Rune Stenbacka [Downloadable!]
1996 Numerical analysis of strategic contingent claims models
by Anderson, Ronald W. & Tu, Cheng [Downloadable!]
1996 Default risk in asset pricing
by Mella-Baral, Pierre & Tychon, Pierre [Downloadable!]
1996 Should We Abolish Chapter 11 : Evidence from Canada
by Timothy C. G. Fisher & Jocelyn Martel [Downloadable!]
1996 Market Structure in Banking and Debt-Financed Project Risks
by Erkki Koskela & Rune Stenbacka
1995 A Theory of Debt Based on the Inalienability of Human Capital
by Oliver Hart & John Moore [Downloadable!]
1995 Oligopoly and Limited Liability
by Asplund, Marcus
1995 A Decent Proposal
by Corchon, L.C. & Herrero, C.
1995 Optimal Debt Exchange Offers
by Mella-Barral, Pierre
1994 The Creditors' Financial Reorganization Decision: New Evidence from Canadian Data
by Timothy C. G. Fisher & Jocelyn Martel [Downloadable!]
1994 More on the Impact of Bankruptcy Reform in Canada
by Jocelyn Martel [Downloadable!]
1994 Commercial Bankruptcy and Financial Reorganization in Canada
by Jocelyn Martel [Downloadable!]
1993 The Economics of Bankruptcy and the Transition to a Market Economy
by Abel, István & Gatsios, Konstantine [Downloadable!]
1992 Design and Valuation of Debt Contracts
by Anderson, Ronald W. & Sundaresan, Suresh
1992 Enterprise Debt and Economic Transformation: Financial Restructuring of the State Sector in Central and Eastern Europe
by Begg, David & Portes, Richard [Downloadable!]
1991 Financial Instability: A Recession Simulation on the U.S. Corporate Structure
by Dorene Isenberg [Downloadable!]
1991 Financial Instability: A Recession Simulation on the U.S. Corporate Structure
by Dorene Isenberg [Downloadable!]
1990 A Strategic Market Game with a Mutual Bank with Fractional Reserves and Redemption in Gold (A Continuum of Traders)
by Martin Shubik & D.P. Tsomocos [Downloadable!]
1990 Default and Bankruptcy in a Multistage Exchange Economy
by Martin Shubik [Downloadable!]
1989 The Effect of Social Security on Labor Supply: A Cohort Analysis of the Notch Generation
by Alan Krueger & Jorn-Steffen Pischke [Downloadable!]
Corporate Bond Valuation with Both Expected and Unexpected Default
by Marco Realdon [Downloadable!]
Valuation of Put Options on Leveraged Equity
by Marco Realdon [Downloadable!]
Convertible Subordinated Debt Valuation and "Conversion in Distress"
by Marco Realdon [Downloadable!]
Valuation of Exchangeable Convertible Bonds
by Marco Realdon [Downloadable!]
The building blocks of complexity: a unified criterion and selected applications in risk management
by D. Seese & F. Schlottmann [Downloadable!]
Conflicts of Interest, Employment Decisions, and Bank Debt Restructuring: Evidence from Spanish Firms in Financial Distress
by A. Jorge Padilla & Alejandro Requejo [Downloadable!]
Failure prediction of Norwegian banks: A Logit approach
by Henrik Andersen [Downloadable!]
Bankruptcy Proceedings And Government: Should Bankruptcy Law Grant Privileges To The Treasury?
by Rocío Albert López-Ibor & Joaquín Artés-Caselles [Downloadable!]
A Market Risk Approach to Liquidity Risk and Financial Contagion
by Dairo Estrada & Daniel Osorio [Downloadable!]
Determinantes de Fragilidad en las Empresas Colombianas
by Oscar Martínez A. [Downloadable!]
This page was last updated on 2008-8-31.
This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.