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Citations for " Corporate Debt Value, Bond Covenants, and Optimal Capital Structure"

by Leland, Hayne E

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Marco Realdon, 2006. "Book Values and Market Values of Equity and Debt," Discussion Papers 06/11, Department of Economics, University of York. [Downloadable!]
  2. Mark Grinblatt & Jun Liu, 2002. "Debt Policy, Corporate Taxes, and Discount Rates," University of California at Los Angeles, Anderson Graduate School of Management 1049, Anderson Graduate School of Management, UCLA. [Downloadable!]
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  3. Dan Galai & Alon Raviv & Zvi Wiener, 2003. "Liquidation Triggers and the Valuation of Equity and Debt," Finance 0305002, EconWPA. [Downloadable!]
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  4. Juan Ignacio Pena & Santiago Forte, 2006. "CREDIT SPREADS: THEORY AND EVIDENCE ABOUT THE INFORMATION CONTENT OF STOCKS, BONDS AND CDSs," Business Economics Working Papers wb063310, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  5. BIAIS, Bruno & MARIOTTI, Thomas & PLANTIN, Guillaume & ROCHET, Jean-Charles, 2004. "Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications," IDEI Working Papers 312, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2006. [Downloadable!]
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  6. Paolo Panteghini, 2005. "S-Based Taxation under Default Risk," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  7. Ramesh Rao & Eric Stevens, 2006. "The Firm's Cost of Capital, Its Effective Marginal Tax Rate, and the Value of the Government's Tax Claim," Topics in Economic Analysis & Policy, Berkeley Electronic Press, vol. 6(1), pages 1465-1465. [Downloadable!] (restricted)
  8. John P. Harding & Xiaozhing Liang & Stephen L. Ross, 2007. "The Optimal Capital Structure of Banks: Balancing Deposit Insurance, Capital Requirements and Tax-Advantaged Debt," Working papers 2007-29, University of Connecticut, Department of Economics, revised Feb 2008. [Downloadable!]
  9. Sugato Chakravarty & Asani Sarkar, 1999. "Liquidity in U.S. fixed income markets: a comparison of the bid-ask spread in corporate, government and municipal bond markets," Staff Reports 73, Federal Reserve Bank of New York. [Downloadable!]
  10. Stuart M. Turnbull & Jun Yang, 2004. "Modelling the Evolution of Credit Spreads in the United States," Working Papers 04-45, Bank of Canada. [Downloadable!]
  11. Marco Realdon, . "About Debt and the Option to Extend Debt Maturity," Discussion Papers 03/20, Department of Economics, University of York. [Downloadable!]
  12. Michael P. Ross., 1998. "Corporate Hedging: What, Why and How?," Research Program in Finance Working Papers RPF-280, University of California at Berkeley. [Downloadable!]
  13. Max Bruche, 2006. "Estimating Structural Models Of Corporate Bond Prices," Working Papers wp2006_0610, CEMFI. [Downloadable!]
  14. Marco Realdon, . "Convertible Subordinated Debt Valuation and "Conversion in Distress"," Discussion Papers 03/18, Department of Economics, University of York. [Downloadable!]
  15. DÉCAMPS, Jean-Paul & VILLENEUVE, Stéphane, 2008. "On the Modeling of Debt Maturity and Endogenous Default: A Caveat," IDEI Working Papers 528, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  16. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?," Research Program in Finance, Working Paper Series 1011, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
  17. Elisa Luciano & Wim Schoutens, 2006. "A Multivariate Jump-Driven Financial Asset Model," Carlo Alberto Notebooks 29, Collegio Carlo Alberto. [Downloadable!]
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  18. Li Chen & H. Vincent Poor, 2003. "Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach," Finance 0312008, EconWPA. [Downloadable!]
  19. Jean-Charles Rochet, 2004. "Rebalancing the three pillars of Basel II," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 7-21. [Downloadable!]
  20. Sbuelz, A. & Guha, R., 2003. "Structural rfv: recovery form and defaultable debt analysis," Discussion Paper 37, Tilburg University, Center for Economic Research. [Downloadable!]
  21. Darrell Duffie & Ke Wang, 2004. "Multi-Period Corporate Failure Prediction with Stochastic Covariates," NBER Working Papers 10743, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  22. Paolo Panteghini, 2006. "The Capital Structure of Multinational Companies under Tax Competition," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  23. Sanjiv Ranjan Das & Rangarajan K. Sundaram, 1998. "A Direct Approach to Arbitrage-Free Pricing of Derivatives," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-013, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  24. Ilya A. Strebulaev, 2004. "Do Tests of Capital Structure Theory Mean What They Say?," Econometric Society 2004 North American Summer Meetings 646, Econometric Society. [Downloadable!]
  25. S. Ping Ho & Liang Y. Liu, 2002. "An option pricing-based model for evaluating the financial viability of privatized infrastructure projects," Construction Management & Economics, Taylor and Francis Journals, vol. 20(2), pages 143-156, March. [Downloadable!] (restricted)
  26. Bart Lambrecht & Stewart C. Myers, 2005. "A Theory of Takeovers and Disinvestment," NBER Working Papers 11082, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  27. Darrell Duffie & Leandro Siata & Ke Wang, 2006. "Multi-Period Corporate Default Prediction With Stochastic Covariates," NBER Working Papers 11962, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  28. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An empirical test of a two-factor mortgage valuation model: how much do house prices matter?," Finance and Economics Discussion Series 2003-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  29. Paolo M. Panteghini, 2004. "Neutrality Properties of Firm Taxation under Default Risk," Economics Bulletin, Economics Bulletin, vol. 8(4), pages 1-7. [Downloadable!]
  30. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Working Papers 08-29, Bank of Canada. [Downloadable!]
  31. Alexander Reisz, 1999. "Temporal Resolution of Uncertainty, the Investment Policy of Levered Firms and Corporate Debt Yields," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-044, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  32. Sudipto Sarkar, 2004. "Yield spreads, agency costs and the corporate bond call feature," European Journal of Finance, Taylor and Francis Journals, vol. 10(4), pages 308-327, August. [Downloadable!] (restricted)
  33. Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006. "Estimation of the Default Risk of Publicly Traded Canadian Companies," Cahiers de recherche 0613, CIRPEE. [Downloadable!]
  34. M. Bellalah, 2000. "A Reexamination of Corporate Risks Under Incomplete Information," THEMA Working Papers 2000-28, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
  35. Rohan Churm & Nikolaos Panigirtzoglou, . "Decomposing credit spreads," Bank of England working papers 253, Bank of England. [Downloadable!]
  36. Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu, 2005. "Explaining credit default swap spreads with the equity volatility and jump risks of individual firms," Finance and Economics Discussion Series 2005-63, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  37. Francis Longstaff & Sanjay Mithal & Eric Neis, 2004. "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?"," University of California at Los Angeles, Anderson Graduate School of Management 1176, Anderson Graduate School of Management, UCLA. [Downloadable!]
  38. Adriana Breccia, 2004. "Formal Bankruptcy: Strategic Debt Service with Senior and Junior Creditors," Birkbeck Working Papers in Economics and Finance 0411, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
  39. Stephen Morris & Hyun Song Shin, 1999. "Coordination Risk and the Price of Debt," Cowles Foundation Discussion Papers 1241, Cowles Foundation, Yale University. [Downloadable!]
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  40. Paolo Panteghini, 2006. "A Simple Explanation for the Unfavorable Tax Treatment of Investment Costs," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  41. Dirk Hackbarth & Junjian Miao & Erwan Morellec, 2005. "Capital Structure, Credit Risk, and Macroeconomic Conditions," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-005, Boston University - Department of Economics. [Downloadable!]
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  42. Nikola A. Tarashev, 2008. "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 1-53, March. [Downloadable!]
  43. Pascal François, 2006. "Tax loss carry-forwards and optimal leverage," Applied Financial Economics, Taylor and Francis Journals, vol. 16(14), pages 1075-1083, October. [Downloadable!] (restricted)
  44. Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006. "Estimation of the Default Risk of Publicly Traded Canadian Companies," Working Papers 06-28, Bank of Canada. [Downloadable!]
  45. Landschoot, A. van, 2003. "The term structure of credit spreads on euro corporate bonds," Discussion Paper 46, Tilburg University, Center for Economic Research. [Downloadable!]
  46. Paolo Panteghini, 2008. "Corporate Debt, Hybrid Securities and the Effective Tax Rate," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  47. Xiaozhong Liang, 2005. "The Behavior of Banks under the Deposit Insurance and Capital Requirements," Computing in Economics and Finance 2005 407, Society for Computational Economics. [Downloadable!]
  48. DÉCAMPS, Jean-Paul & MARIOTTI, Thomas & ROCHET, Jean-Charles & VILLENEUVE, Stéphane, 2008. "Free Cash-Flow, Issuance Costs and Shock Price Volatility," IDEI Working Papers 518, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  49. Jason Hsu & Jesus Saa-Requejo & Pedro Santa-Clara, 2003. "Bond Pricing with Default Risk," University of California at Los Angeles, Anderson Graduate School of Management 1245, Anderson Graduate School of Management, UCLA. [Downloadable!]
  50. Karine Gobert & Patrick González & Michel Poitevin & Alexandra Lai, 2002. "Bank Value and Financial Fragility," CIRANO Project Reports 2002rp-07, CIRANO. [Downloadable!]
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  51. Bruno Strulovici, 2008. "Learning while voting: determinants of collective experimentation," Economics Papers 2008-W08, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  52. Lando, David & Mortensen, Allan, 2004. "On the Pricing of Step-Up Bonds in the European Telecom Sector," Working Papers 2004-9, Copenhagen Business School, Department of Finance. [Downloadable!]
  53. Jyh-Bang Jou & Tan Lee, 2004. "The agency problem, investment decision, and optimal financial structure," European Journal of Finance, Taylor and Francis Journals, vol. 10(6), pages 489-509, December. [Downloadable!] (restricted)
  54. Tarun Sabarwal, 2004. "The Non-Neutrality of Debt in Investment Timing: A New NPV Rule," Finance 0410004, EconWPA, revised 20 May 2005. [Downloadable!]
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  55. Santiago Forte, 2004. "Capital Structure: Optimal Leverage And Maturity Choice In A Dynamic Model," Business Economics Working Papers wb041206, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
  56. Jianjun Miao & Neng Wang, 2004. "Risk, Uncertainty, and Option Exercise," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-136, Boston University - Department of Economics. [Downloadable!]
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  57. Jens Hilscher & Yves Nosbusch, 2007. "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Money Macro and Finance (MMF) Research Group Conference 2006 114, Money Macro and Finance Research Group, revised 24 Apr 2007. [Downloadable!]
  58. Joao C. A. Teixeira, 2005. "An empirical analysis of structural models of corporate debt pricing," Finance 0505001, EconWPA. [Downloadable!]
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  59. Acharya, Viral V & Das, Sanjiv Ranjan & Sundaram, Rangarajan K, 2002. "Pricing Credit Derivatives with Rating Transitions," CEPR Discussion Papers 3329, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  60. Jianjun Miao, 2003. "Optimal Capital Structure and Industry Dynamics," Industrial Organization 0310001, EconWPA. [Downloadable!]
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  61. Gordon Delianedis & Robert Geske, 1998. "Credit Risk and Risk Neutral Default Probabilities: Information About Migrations and Defaults," University of California at Los Angeles, Anderson Graduate School of Management 1114, Anderson Graduate School of Management, UCLA. [Downloadable!]
  62. Dan Covitz & Chris Downing, 2002. "Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads," Finance and Economics Discussion Series 2002-45, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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This page was last updated on 2008-11-26.

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.