Effective duration of callable corporate bonds: Theory and evidence
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- Francis A. Longstaff & Bruce A. Tuckman, 1994. "Calling Nonconvertible Debt and the Problem of Related Wealth Transfer Effect," Financial Management, Financial Management Association, vol. 23(4), Winter.
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- Kish, Richard J. & Livingston, Miles, 1992. "Determinants of the call option on corporate bonds," Journal of Banking & Finance, Elsevier, vol. 16(4), pages 687-703, August.
- Fooladi, Iraj J. & Roberts, Gordon S. & Skinner, Frank, 1997. "Duration for bonds with default risk," Journal of Banking & Finance, Elsevier, vol. 21(1), pages 1-16, January.
- Fischer, Edwin O & Heinkel, Robert & Zechner, Josef, 1989. " Dynamic Capital Structure Choice: Theory and Tests," Journal of Finance, American Finance Association, vol. 44(1), pages 19-40, March.
- Sudipto Sarkar, 1997. "Optimal Bond Refunding: A Practical Approach," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 24(5), pages 685-704.
- Babbel, David F. & Merrill, Craig & Panning, William, 1995. "Default risk and the effective duration of bonds," Policy Research Working Paper Series 1511, The World Bank.
- Mauer, David C, 1993. "Optimal Bond Call Policies under Transactions Costs," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(1), pages 23-37, Spring.
- Viral V. Acharya & Jennifer N. Carpenter, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1355-1383.
- Acharya, Viral V & Carpenter, Jennifer, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," CEPR Discussion Papers 3328, C.E.P.R. Discussion Papers.
- Skinner, Frank S., 1998. "Hedging bonds subject to credit risk1," Journal of Banking & Finance, Elsevier, vol. 22(3), pages 321-345, March. Full references (including those not matched with items on IDEAS)
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