Valuation models for default-risky securities: An overview
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- Maclachlan, Iain C, 2007. "An empirical study of corporate bond pricing with unobserved capital structure dynamics," MPRA Paper 28416, University Library of Munich, Germany.
- repec:eee:pacfin:v:44:y:2017:i:c:p:47-63 is not listed on IDEAS
- repec:wsi:ijtafx:v:08:y:2005:i:06:n:s0219024905003256 is not listed on IDEAS
- Alejandro Revéiz Hérault, "undated".
"Factores determinantes de los márgenes entre bonos del gobierno y bonos corporativos en los Estados Unidos,"
Lecturas en Finanzas
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- Alejandro Revéiz Hérault, 2002. "Factores determinantes de los márgenes entre bonos del gobierno y bonos corporativos en los Estados Unidos," LECTURAS EN FINANZAS 002710, BANCO DE LA REPÚBLICA.
- Alexandros Benos & George Papanastasopoulos, 2005. "Extending the Merton Model: A Hybrid Approach to Assessing Credit Quality," Finance 0505020, University Library of Munich, Germany, revised 18 Nov 2005.
- M. Tudela & G. Young, 2005.
"A Merton-Model Approach To Assessing The Default Risk Of Uk Public Companies,"
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- Tudela, Merxe & Garry Young, 2003. "A Merton Model Approach to Assessing the Default Risk of UK Public Companies," Royal Economic Society Annual Conference 2003 207, Royal Economic Society.
- Merxe Tudela & Garry Young, 2003. "A Merton-model approach to assessing the default risk of UK public companies," Bank of England working papers 194, Bank of England.
- Alley, David Christopher, 2004. "Corporate hedging and the cost of debt," ISU General Staff Papers 2004010108000017648, Iowa State University, Department of Economics.
- Papanastasopoulos, George, 2005. "Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms," MPRA Paper 453, University Library of Munich, Germany, revised Jun 2006.
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KeywordsEconometric models ; Financial markets ; Securities;
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