Research classified by Journal of Economic Literature (JEL) codes

2009

• An Chen & Xia Su, 2009, "Knightian uncertainty and insurance regulation decision," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 32, issue 1, pages 13-33, May, DOI: 10.1007/s10203-009-0087-6.
• Rafael Weißbach & Patrick Tschiersch & Claudia Lawrenz, 2009, "Testing time-homogeneity of rating transitions after origination of debt," Empirical Economics, Springer, volume 36, issue 3, pages 575-596, June, DOI: 10.1007/s00181-008-0212-3.
• Alexander Schied & Torsten Schöneborn, 2009, "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," Finance and Stochastics, Springer, volume 13, issue 2, pages 181-204, April, DOI: 10.1007/s00780-008-0082-8.
• Stefan Wielenberg, 2009, "Ausschüttungsbegrenzung und liquidationsfinanzierte Ausschüttungen — wie sinnvoll ist vorsichtige Rechnungslegung?," Schmalenbach Journal of Business Research, Springer, volume 61, issue 1, pages 2-21, February, DOI: 10.1007/BF03371736.
• Tarantino, E.T., 2009, "Bankruptcy Law and Corporate Investment Decisions," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-86.
• Tarantino, E.T., 2009, "Bankruptcy Law and Corporate Investment Decisions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 51475e74-b196-49b1-a2cf-b.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-638, Aug.
• John F. Crean, 2009, "Credit Risk, Default Loss, and the Economics of Bankruptcy," Working Papers, University of Toronto, Department of Economics, number tecipa-354, Mar.
• Bruno Biais & Thomas Mariotti, 2009, "Credit, Wages, and Bankruptcy Laws," Journal of the European Economic Association, MIT Press, volume 7, issue 5, pages 939-973, September.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-04.
• Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou, 2009, "Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2009-12.
• Bertrand Chopard & Eric Langlais, 2009, "Défaut de paiement stratégique et loi sur les défaillances d’entreprise," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2009-28.
• Carl Chiarella & Viviana Fanelli & Silvana Musti, 2009, "Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 255, Aug.
• Elettra Agliardi & Rainer Andergassen, 2009, "Last resort gambles, risky debt and liquidation policy," Review of Financial Economics, John Wiley & Sons, volume 18, issue 3, pages 142-155, August, DOI: 10.1016/j.rfe.2009.04.001.
• Düllmann, Klaus & Erdelmeier, Martin, 2009, "Stress testing German banks in a downturn in the automobile industry," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,02.
• Bannier, Christina E. & Hirsch, Christian, 2009, "The economic function of credit rating agencies: what does the watchlist tell us?," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 124.
• Löffler, Gunter & Maurer, Alina, 2009, "Incorporating the dynamics of leverage into default prediction," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-024.
• Höwer, Daniel, 2009, "From soft and hard-nosed bankers: bank lending strategies and the survival of financially distressed firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 09-059.

2008

• Russ A. Moro, 2008, "Analysis of the Predictors of Default for Portuguese Firms," Working Papers, Banco de Portugal, Economics and Research Department, number w200822.
• Burcu Eyigungor & Satyajit Chatterjee, 2008, "Maturity, Indebtedness and Default Risk," 2008 Meeting Papers, Society for Economic Dynamics, number 1001.
• Narayana Kocherlakota & Cristina Arellano, 2008, "Internal Debt Crises and Sovereign Defaults," 2008 Meeting Papers, Society for Economic Dynamics, number 139.
• Laureen Regan, 2008, "A Framework for Integrating Reputation Risk Into the Enterprise Risk Management Process," Journal of Financial Transformation, Capco Institute, volume 22, pages 187-194.
• B. Leyman & K. Schoors & P. Coussement, 2008, "Court-supervised Restructuring: Pre-bankruptcy Dynamics, Debt Structure and Debt Rescheduling," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/507, Apr.
• B. Leyman & K. Schoors & P. Coussement, 2008, "The Role of Firm Viability, Creditor Behavior and Judicial Discretion in the Failure of Distressed Firms under Courtsupervised Restructuring: Evidence from Belgium," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 08/509, Apr.
• Jae-Seung Baek & Tianshu Liu, 2008, "Comparison Study on Shareholder Wealth and Ownership Structure in China and Korea," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, volume 11, issue 2, pages 3-32, September, DOI: 10.1177/223386590801100201.
• Tullio Jappelli & Marco Pagano & Marco di Maggio, 2008, "Households’ Indebtedness and Financial Fragility," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 208, Oct, revised 09 Sep 2010.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-011.RS.
• Kay Blaufus & Jochen Hundsdoerfer, 2008, "Taxes and the choice between risky and risk-free debt: on the neutrality of credit default taxation," Review of Managerial Science, Springer, volume 2, issue 3, pages 161-181, November, DOI: 10.1007/s11846-008-0020-3.
• N. K. Nomikos & O. Soldatos, 2008, "Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives," Applied Mathematical Finance, Taylor & Francis Journals, volume 15, issue 1, pages 41-71, DOI: 10.1080/13504860701427362.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2008, "Impaired Bank Health and Default Risk," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-564, May.
• Simeon Djankov & Oliver Hart & Caralee McLiesh & Andrei Shleifer, 2008, "Debt Enforcement around the World," Journal of Political Economy, University of Chicago Press, volume 116, issue 6, pages 1105-1149, December, DOI: 10.1086/595015.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple potential payers and sovereign bond prices," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/14301.
• Carl Chiarella & Viviana Fanelli & Silvana Musti, 2008, "Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 232, Oct.
• Douglas Gale & Piero Gottardi, 2008, "Illiquidity and Under-Valuation of Firms," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2008_36.
• Antonella Basso & Riccardo Gusso, 2008, "A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 162, Apr.
• Jokivuolle, Esa & Virolainen, Kimmo & Vähämaa, Oskari, 2008, "Macro-model-based stress testing of Basel II requirements," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2008.
• Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan, 2008, "Estimating asset correlations from stock prices or default rates: which method is superior?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,04.
• Härdle, Wolfgang Karl & Lee, Yuh-Jye & Schäfer, Dorothea & Yeh, Yi-Ren, 2008, "The default risk of firms examined with smooth support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-005.
• Sabiwalsky, Ralf, 2008, "Nonlinear modeling of target leverage with latent determinant variables: New evidence on the trade-off theory," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-062.
• Metzger, Georg, 2008, "Firm Closure, Financial Losses and the Consequences for an Entrepreneurial Restart," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-094.
• Minga Negash, 2008, "Agency and Bank Liberalization: The Case of Ethiopia," The African Finance Journal, Africagrowth Institute, volume 10, issue 2, pages 29-42.
• Monica ACHIM & Fanuta POP & Sorin ACHIM, 2008, "Valuation of Bancrupt Firms in Context of Adherence s Countries to the European Union," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 36, pages 1317-1329, May.
• Grigor Sariyski, 2008, "Evaluation of the Financial Reliability of the Firm," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 26-48.
• Miroslav Misina & David Tessier, 2008, "Non-Linearities, Model Uncertainty, and Macro Stress Testing," Staff Working Papers, Bank of Canada, number 08-30, DOI: 10.34989/swp-2008-30.
• Münür Yayla & Alper Hekimoglu & Mahmut Kutlukaya, 2008, "Financial Stability of the Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 9-26.
• Murat Çinko & Emin Avci, 2008, "CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 2, pages 25-48.
• Catherine Bruno & Olivier de Bandt & Widad El Amri, 2008, "Macroeconomic Fluctuations and Corporate Financial Fragility," Working papers, Banque de France, number 226.
• Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2008, "Model‐based measurement of latent risk in time series with applications," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 171, issue 1, pages 265-277, January, DOI: 10.1111/j.1467-985X.2007.00496.x.
• Henrik Andersen, 2008, "Failure prediction of Norwegian banks: A Logit approach," Working Paper, Norges Bank, number 2008/02, Mar.
• Peter Bernholz, 2008, "Government Bankruptcy of Balkan Nations and their Consequences for Money and Inflation before 1914: A Comparative Analysis," Working Papers, Bank of Greece, number 74, Jun.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Working Papers, Bank of Greece, number 75, Jun.
• Romulus Mircea, 2008, "Credit risk of non-financial companies in the context of financial stability," Advances in Economic and Financial Research - DOFIN Working Paper Series, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB, number 4, Feb.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2008, "Multiple Potential Payers and Sovereign Bond Prices," Finance, Presses universitaires de Grenoble, volume 29, issue 1, pages 31-52.
• John Armour, 2008, "The Law and Economics Debate about Secured Lending: Lessons for European LawMaking?," Working Papers, Centre for Business Research, University of Cambridge, number wp362, Mar.
• Elisa Luciano & Giovanna Nicodano, 2008, "Ownership links, leverage and credit risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 69, revised 2008.
• Ronel Elul & Piero Gottardi, 2008, "Bankruptcy: Is it enough to Forgive or must we also Forget?," CESifo Working Paper Series, CESifo, number 2313.
• Andrea Gebauer, 2008, "Steuerausfälle im Bereich der Mehrwertsteuer : Gründe, Ausmaß und Abhilfemöglichkeiten," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 31, July.
• Thiess Büttner & Peter Egger & Herbert Hofmann & Christian Holzner & Mario Larch & Volker Meier & Chang Woon Nam & Rigmar Osterkamp & Rüdiger Parsche & Martin Werding, 2006, "Tu felix Austria: Wachstums- und Beschäftigungspolitik in Österreich und Deutschland im Vergleich," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 31.
• Cristina Arellano & Narayana Kocherlakota, 2008, "Internal Debt Crises and Sovereign Defaults," Levine's Bibliography, UCLA Department of Economics, number 122247000000001880, Feb.
• Marianna Succurro, 2008, "Bankruptcy Systems And Economic Performance Across Contries: Some Empirical Evidence," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 200801, Dec.
• Petr Jakubik & Christian Schmieder, 2008, "Stress Testing Credit Risk: Is the Czech Republic Different from Germany?," Working Papers, Czech National Bank, Research and Statistics Department, number 2008/9, Dec.
• Mery Cecilia Guzmán Delgado, 2008, "Administración del riesgo de crédito en los establecimientos de crédito: comparación crítica del estándar internacional y su implementación," Archivos de Economía, Departamento Nacional de Planeación, number 5120, Oct.
• Mónica Roa Rodríguez, 2008, "¿Migran los colombianos para mejorar sus condiciones laborales? Evidencia de la hipótesis de selección para Colombia 2003," Archivos de Economía, Departamento Nacional de Planeación, number 5131, Nov.
• Esteban Callejas P. & Alexander Tobón A., 2008, "El mercado hipotecario de Estados Unidos: Un análisis a partir de la hipótesis de la inestabilidad financiera de Minsky," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE.
• Acharya, Viral & Amihud, Yakov & Litov, Lubomir P., 2008, "Creditor Rights and Corporate Risk-taking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6697, Feb.
• Linde, Jesper & Jacobson, Tor & Roszbach, Kasper & Kindell, Rikard, 2008, "Firm Default and Aggregate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7083, Dec.
• Régis Blazy & Gisèle Umbhauer & Laurent Weill, 2008, "How Bankruptcy Punishment Influences the Ex-Ante Design of Debt Contracts?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-04.
• Elisa Ughetto & Andrea Vezzulli, 2008, "Guarantee-backed loans and R&D investments. Do mutual guarantee consortiums value R&D?," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 227, Dec, revised Dec 2008.
• Greta Falavigna, 2008, "Nouveaux instruments d’évaluation pour le risque financier d’entreprise," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200801, Jun.
• Laura Auria & Rouslan A. Moro, 2008, "Support Vector Machines (SVM) as a Technique for Solvency Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 811.
• Sonia Ondo-Ndong & Laurence Scialom, 2008, "Northern Rock: The anatomy of a crisis – the prudential lessons," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-23.
• Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2008, "Global macro-financial shocks and expected default frequencies in the euro area," Working Paper Series, European Central Bank, number 875, Feb.
• Konrad Banachewicz & André Lucas & Aad van der Vaart, 2008, "Modelling Portfolio Defaults Using Hidden Markov Models with Covariates," Econometrics Journal, Royal Economic Society, volume 11, issue 1, pages 155-171, March.
• Machicado, Carlos Gustavo, 2008, "Liquidity shocks and the dollarization of a banking system," Journal of Macroeconomics, Elsevier, volume 30, issue 1, pages 369-381, March.
• Paul Davidson, 2008, "La creación de una agencia federal de refinanciación de hipotecas para evitar una recesión en Estados Unidos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 67, issue 01, pages 372-391.
• Paul Davidson, 2008, "Reviving the home owners' loan corporation to avoid a recession in USA," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 67, issue 01, pages 372-391.
• N. Crutzen & D. Van Caille, 2008, "The Business Failure Process. An Integrative Model of the Literature," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 3, pages 287-316.
• Lars Jonung & Jaakko Kiander & Pentti Vartia, 2008, "The great financial crisis in Finland and Sweden - The dynamics of boom, bust and recovery, 1985-2000," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 350, Dec.
• Ronel Elul & Piero Gottardi, 2008, "Bankruptcy: Is It Enough to Forgive or Must We Also Forget?," Economics Working Papers, European University Institute, number ECO2008/41.
• Rodica Branzei & Giulio Ferrari & Vito Fragnelli & Stef Tijs, 2008, "A Flow Approach to Bankruptcy Problems," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 2, issue 2, pages 146-153, September.
• Petr Jakubík & Jaroslav Heřmánek, 2008, "Stress testing of the Czech banking sector," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/02, Feb, revised Feb 2008.
• Petr Jakubík & Petr Teply, 2008, "The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/19, Sep, revised Sep 2008.
• Jakub Seidler, 2008, "Implied Market Loss Given Default: structural-model approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2008/26, Oct, revised Oct 2008.
• Tor Jacobson & Rikard Kindell & Jesper Lindé & Kasper Roszbach, 2008, "Firm default and aggregate fluctuations," Working Papers, Federal Reserve Bank of Philadelphia, number 08-21.
• Luiz A. Esteves, 2008, "Risk of Firm Closure and Wages in Brazil: Compensating Wage Di erentials or Bargaining Concessions?," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0077.
• K. Oosterlinck & L. Ureche-Rangau, 2008, "Multiple potential payers and sovereign bond prices," Post-Print, HAL, number hal-00580609.
• Sonia Ondo-Ndong & Laurence Scialom, 2008, "Northern Rock: The anatomy of a crisis – the prudential lessons," Working Papers, HAL, number hal-04140736.
• Byström, Hans, 2008, "The Age of Turbulence - Credit Derivatives Style," Working Papers, Lund University, Department of Economics, number 2008:16, Nov, revised 16 Jun 2010.
• Mjøs, Aksel & Persson, Svein-Arne, 2008, "Level dependent annuities: Defaults of multiple degrees," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/6, Mar.
• Lindset, Snorre & Persson, Svein-Arne, 2008, "Continuous Monitoring: Look before You Leap," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/8, Mar.
• Lindset, Snorre & Lund, Arne-Christian & Persson, Svein-Arne, 2008, "Credit Spreads and Incomplete Information," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2008/9, Mar.
• Åsberg Sommar, Per & Shahnazarian, Hovick, 2008, "Macroeconomic Impact on Expected Default Frequency," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 219, Jan.
• Jacobson, Tor & Kindell, Rikard & Lindé, Jesper & Roszbach, Kasper, 2008, "Firm Default and Aggregate Fluctuations," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 226, Sep.
• Gennaioli, Nicola & Rossi, Stefano, 2008, "Judicial Discretion in Corporate Bankruptcy," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-5, Apr.
• Gennaioli, Nicola & Rossi, Stefano, 2008, "Optimal Resolutions of Financial Distress by Contract," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2008-6, Apr.
• Kornai, J?nos, 2008, "The soft budget constraint syndrome in the hospital sector," RRC Working Paper Series, Russian Research Center, Institute of Economic Research, Hitotsubashi University, number Special_Issue, Nov.
• Shleifer, Andrei & McLiesh, Caralee & Hart, Oliver & Djankov, Simeon, 2008, "Debt Enforcement Around the World," Scholarly Articles, Harvard University Department of Economics, number 2961825.
• Praet, Alain, 2008, "Voluntary firm restructuring: Why do firms sell or liquidate their subsidiaries?," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2008/47, Sep.
• Biais, Bruno & Mariotti, Thomas, 2008, "Credit, Wages and Bankruptcy Laws," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 289, Jan.
• Nikola A. Tarashev, 2008, "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, volume 4, issue 1, pages 1-53, March.
• Shigeaki Fujiwara, 2008, "Credit Risk Assessment Considering Variations in Exposure: Application to Commitment Lines," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-03, Feb.
• Felipe Zurita, 2008, "La Predicción de la Insolvencia de Empresas Chilenas," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 336.
• Marcelo Pinheiro, 2008, "Demand shocks and market manipulation," Annals of Finance, Springer, volume 4, issue 3, pages 269-298, July, DOI: 10.1007/s10436-007-0076-0.
• Oscar Couwenberg & Abe Jong, 2008, "Costs and recovery rates in the Dutch liquidation-based bankruptcy system," European Journal of Law and Economics, Springer, volume 26, issue 2, pages 105-127, October, DOI: 10.1007/s10657-008-9058-6.
• Patrick Bernet & Thomas Getzen, 2008, "Can a violation of investor trust lead to financial contagion in the market for tax-exempt hospital bonds?," International Journal of Health Economics and Management, Springer, volume 8, issue 1, pages 27-51, March, DOI: 10.1007/s10754-007-9030-y.
• Kenneth Daniels & Gabriel Ramirez, 2008, "Information, Credit Risk, Lender Specialization and Loan Pricing: Evidence from the DIP Financing Market," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 1, pages 35-59, August, DOI: 10.1007/s10693-008-0036-5.
• Kanak Patel & Ricardo Pereira, 2008, "Pricing Property Index Linked Swaps with Counterparty Default Risk," The Journal of Real Estate Finance and Economics, Springer, volume 36, issue 1, pages 5-21, January, DOI: 10.1007/s11146-007-9073-3.
• Xin Guo & Robert Jarrow & Haizhi Lin, 2008, "Distressed debt prices and recovery rate estimation," Review of Derivatives Research, Springer, volume 11, issue 3, pages 171-204, October, DOI: 10.1007/s11147-009-9029-2.
• Hongming Huang & Yildiray Yildirim, 2008, "Leverage, options liabilities, and corporate bond pricing," Review of Derivatives Research, Springer, volume 11, issue 3, pages 245-276, October, DOI: 10.1007/s11147-008-9028-8.
• Eurico Ferreira & Amit Sinha & Dale Varble, 2008, "Long-run performance following quality management certification," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 1, pages 93-109, January, DOI: 10.1007/s11156-007-0044-9.
• Eliezer Fich & Steve Slezak, 2008, "Can corporate governance save distressed firms from bankruptcy? An empirical analysis," Review of Quantitative Finance and Accounting, Springer, volume 30, issue 2, pages 225-251, February, DOI: 10.1007/s11156-007-0048-5.
• Nico Dewaelheyns & Cynthia Hulle, 2008, "Legal reform and aggregate small and micro business bankruptcy rates: evidence from the 1997 Belgian bankruptcy code," Small Business Economics, Springer, volume 31, issue 4, pages 409-424, December, DOI: 10.1007/s11187-007-9060-3.
• Kornai, János, 2008, "A puha költségvetési korlát szindrómája a kórházi szektorban
  [The soft budget constraint syndrome in the hospital sector]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1037-1056.
• Kristóf, Tamás, 2008, "A csődelőrejelzés és a nem fizetési valószínűség számításának módszertani kérdéseiről
  [Some methodological questions of bankruptcy prediction and probability of default estimation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 441-461.
• Christophe J. GODLEWSKI & Ydriss Ziane, 2008, "How many banks does it take to lend? Empirical evidence from Europe," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2008-11.
• Harald Jansen, 2008, "Asymmetrische Besteuerung unter Ausschüttungsbeschränkungen," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 08030, Nov.
• Alexis Derviz & JiÅí Podpiera, 2008, "Predicting Bank CAMELS and S&P Ratings: The Case of the Czech Republic," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 44, issue 1, pages 117-130, January.
• Dániel Homolya & Gábor Szigel, 2008, "Lending to local governments: Risks and behaviour of Hungarian banks," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 3, issue 2, pages 20-29, September.
• Marianna Valentinyi-Endrész & Zoltán Vásáry, 2008, "Macro stress testing with sector specific bankruptcy models," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2008/2.
• Andrea Cipollini & Giuseppe Missaglia, 2008, "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 010, Feb.
• Cristina Arellano & Narayana R. Kocherlakota, 2008, "Internal Debt Crises and Sovereign Defaults," NBER Working Papers, National Bureau of Economic Research, Inc, number 13794, Feb.
• Efraim Benmelech & Nittai K. Bergman, 2008, "Collateral Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 13874, Mar.
• Efraim Benmelech & Nittai K. Bergman, 2008, "Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines," NBER Working Papers, National Bureau of Economic Research, Inc, number 14059, Jun.
• Michelle J. White & Ning Zhu, 2008, "Saving Your Home in Chapter 13 Bankruptcy," NBER Working Papers, National Bureau of Economic Research, Inc, number 14179, Jul.
• Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008, "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers, National Bureau of Economic Research, Inc, number 14625, Dec.
• C. Lelarge & D. Sraer & D. Thesmar, 2008, "Entrepreurship and Credit Constraints - Evidence from a French Loan Guarantee Program," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2008-07.
• Efraim Benmelech & Nittai K. Bergman, 2008, "Liquidation Values and the Credibility of Financial Contract Renegotiation: Evidence from U.S. Airlines," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 123, issue 4, pages 1635-1677.
• Antje Brunner & Jan Pieter Krahnen, 2008, "Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring," The Review of Economic Studies, Review of Economic Studies Ltd, volume 75, issue 2, pages 415-442.
• Strauss, Jason David, 2008, "The financial leverage of Insurers subject to price regulation: evidence from Canada," MPRA Paper, University Library of Munich, Germany, number 10845, Sep.
• Rosenthal, Dale W.R., 2008, "Approximating correlated defaults," MPRA Paper, University Library of Munich, Germany, number 36788, revised 15 Feb 2012.
• du Jardin, Philippe, 2008, "Bankruptcy prediction and neural networks: The contribution of variable selection methods," MPRA Paper, University Library of Munich, Germany, number 44384, Sep.
• Schied, Alexander & Schoeneborn, Torsten, 2008, "Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets," MPRA Paper, University Library of Munich, Germany, number 7105, Feb.
• Petr Jakubik, 2008, "Credit risk and stress testing of the Czech Banking Sector," ACTA VSFS, University of Finance and Administration, volume 2, issue 1, pages 107-123.
• Monika Randáková, 2008, "Bankruptcy and Ways of Bankruptcy Solution in the Czech Republic according to New Legislation
  [Úpadek dlužníka a způsoby jeho řešení v České republice podle nového insolvenčního zákona]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2008, issue 4, pages 80-88, DOI: 10.18267/j.cfuc.293.
• Jaroslav Schönfeld, 2008, "New Approach to Evalution of Risk Loans," Ekonomika a Management, Prague University of Economics and Business, volume 2008, issue 4.
• Petr Jakubík & Jaroslav Heřmánek, 2008, "Stress testing of the czech banking sector," Prague Economic Papers, Prague University of Economics and Business, volume 2008, issue 3, pages 195-212, DOI: 10.18267/j.pep.329.

2007

• Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya, 2007, "Are Russian Commercial Courts Biased? Evidence from a Bankruptcy Law Transplant," Working Papers, New Economic School (NES), number w0099, Mar.
• International Association of Deposit Insurers, 2007, "Organizational Risk Management for Deposit Insurers," IADI Research Papers, International Association of Deposit Insurers, number 07-12, Dec.
• Hajime Tomura, 2007, "Firms Dynamics, Bankruptcy Laws and Total Factor Productivity," Staff Working Papers, Bank of Canada, number 07-17, DOI: 10.34989/swp-2007-17.
• Amanda Carmignani & Massimo Omiccioli, 2007, "Costs and benefits of creditor concentration: An empirical approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 645, Nov.
• Lefilliatre, D., 2007, "Caractéristiques économiques et financières des entreprises en forte croissance," Bulletin de la Banque de France, Banque de France, issue 160, pages 47-59.
• Fried, Jesse & Broughman, Brian, 2007, "Power and Payouts in the Sale of Startups," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics, number qt6sm713kb, Jan.
• Dona Rai, 2007, "Credit rationing, government credit programs and co-financing," Journal of Applied Economics, Universidad del CEMA, volume 10, pages 361-389, November.
• Adriano Rampini & Andrea Eisfeldt, 2007, "Leasing, Ability to Repossess, and Debt Capacity," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 07-19, Jun.
• Michele Moretto & Paolo Panteghini, 2007, "Preemption, Start-Up Decisions and the Firms’ Capital Structure," CESifo Working Paper Series, CESifo, number 2006.
• Christa Hainz, 2007, "Creditor Passivity: The Effects of Bank Competition and Institutions on the Strategic Use of Bankruptcy Filings," CESifo Working Paper Series, CESifo, number 2179.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2006, "The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-078, Oct.
• Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-156, Aug.
• Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya, 2007, "Are Russian Commercial Courts Biased? Evidence from a Bankruptcy Law Transplant," Working Papers, Center for Economic and Financial Research (CEFIR), number w0099, Mar.
• Nancy Eugenia Zamudio G�mez, 2007, "Determinantes de la Probabilidad de Incumplimiento de las Empresas Colombianas," Borradores de Economia, Banco de la Republica, number 4292, Nov.
• Hvide, Hans K. & Leite, Tore, 2007, "Optimal Debt Contracts under Costly Enforcement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6040, Jan.
• Régis Blazy & Bertrand Chopard & Agnès Fimayer & Jean-Daniel Guigou, 2007, "Financial versus Social Efficiency of Corporate Bankruptcy Law: the French Dilemma?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 07-02.
• Claude Fluet & Paolo G. Garella, 2007, "Relying on the Information of Others: Debt Rescheduling with Multiple Lenders," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 232, Nov.
• Neus Orgaz, 2007, "Opción de responsabilidad limitada y opción de abandonar: un análisis a través de opciones americanas perpétuas," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 30, issue 84, pages 061-086, Septiembr.
• Cleary, Sean & Povel, Paul & Raith, Michael, 2007, "The U-Shaped Investment Curve: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 1, pages 1-39, March.
• Wolfgang Härdle & Yuh-Jye Lee & Dorothea Schäfer & Yi-Ren Yeh, 2007, "The Default Risk of Firms Examined with Smooth Support Vector Machines," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 757.
• Régis Blazy & Laurent Weill, 2007, "The impact of legal sanctions on moral hazard when debt contracts are renegotiable?," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 07-06.RS, May.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2007, "The Role of Trade Credit for Small Firms : An Implication from Japan’s Banking Crisis," Finance Working Papers, East Asian Bureau of Economic Research, number 22596, Jan.
• Kadri Männasoo, 2007, "Determinants of firm sustainability in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number 2007-04, Mar, revised 08 Mar 2007.
• Aaro Hazak & Kadri Männasoo, 2007, "Indicators of corporate default : an EU based empirical study," Bank of Estonia Working Papers, Bank of Estonia, number 2007-10, Sep, revised 04 Sep 2007.
• Dumitrescu, Ariadna, 2007, "Valuation of defaultable bonds and debt restructuring," Journal of Corporate Finance, Elsevier, volume 13, issue 1, pages 94-111, March.
• Bystrom, Hans & Kwon, Oh Kang, 2007, "A simple continuous measure of credit risk," International Review of Financial Analysis, Elsevier, volume 16, issue 5, pages 508-523.
• Kick, Thomas & Koetter, Michael, 2007, "Slippery slopes of stress: Ordered failure events in German banking," Journal of Financial Stability, Elsevier, volume 3, issue 2, pages 132-148, July.
• Chen, An & Suchanecki, Michael, 2007, "Default risk, bankruptcy procedures and the market value of life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, volume 40, issue 2, pages 231-255, March.
• Galai, Dan & Raviv, Alon & Wiener, Zvi, 2007, "Liquidation triggers and the valuation of equity and debt," Journal of Banking & Finance, Elsevier, volume 31, issue 12, pages 3604-3620, December.
• Lambert-Mogiliansky, Ariane & Sonin, Konstantin & Zhuravskaya, Ekaterina, 2007, "Are Russian commercial courts biased? Evidence from a bankruptcy law transplant," Journal of Comparative Economics, Elsevier, volume 35, issue 2, pages 254-277, June.
• Duffie, Darrell & Saita, Leandro & Wang, Ke, 2007, "Multi-period corporate default prediction with stochastic covariates," Journal of Financial Economics, Elsevier, volume 83, issue 3, pages 635-665, March.
• Fukuda, Shin-ichi & Koibuchi, Satoshi, 2007, "The impacts of "shock therapy" on large and small clients: Experiences from two large bank failures in Japan," Pacific-Basin Finance Journal, Elsevier, volume 15, issue 5, pages 434-451, November.
• Jamdee, Sutthisit & Los, Cornelis A., 2007, "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, volume 21, issue 2, pages 260-280, June.
• Jan Kregel, 2007, "Las transformaciones recientes del sistema financiero estadounidense y la crisis de las hipotecas de alto riesgo «subprime»," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 66, issue 03, pages 126-143.
• Couwenberg, O. & de Jong, A., 2007, "Costs and Recovery Rates in the Dutch Liquidation-Based Bankruptcy System," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-041-F&A, Jul.
• Luigi Guiso & Raoul Minetti, 2007, "The Structure of Multiple Credit Relationships: Evidence from US Firms," Economics Working Papers, European University Institute, number ECO2007/46.
• Petr Jakubík, 2007, "Credit Risk and the Finnish Economy," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 1, issue 3, pages 254-285, November.
• Petr JAKUBÍK, 2007, "Macroeconomic Environment and Credit Risk (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 57, issue 1-2, pages 60-78, March.
• Petr Jakubík, 2007, "Credit Risk in the Czech Economy," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/11, Mar, revised Mar 2007.
• Petr Jakubík, 2007, "Execution, bankruptcy and their macroeconomic determinants / Exekuce, bankroty a jejich makroekonomické determinanty [available in Czech only]," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/29, Nov, revised Nov 2007.
• Constantin Zopounidis, Michael Doumpos, Fotios Pasiouras, 2007, "Multicriteria Framework for the Prediction of Corporate Failure in the UK," Frontiers in Finance and Economics, SKEMA Business School, volume 4, issue 1, pages 65-90, June.
• Edward J. Kane, 2007, "Basel II: a contracting perspective," Proceedings, Federal Reserve Bank of Chicago, number 1042.
• Ronel Elul & Piero Gottardi, 2007, "Bankruptcy: Is it enough to forgive or must we also forget?," Working Papers, Federal Reserve Bank of Philadelphia, number 07-10.
• André Güttler & Mark Wahrenburg, 2007, "The Adjustment of Credit Ratings in Advance of Defaults," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 155.
• Olivier BROSSARD (LEREPS-GRES ) & Frédéric DUCROZET (PSE - Crédit Agricole) & Adrian ROCHE (EconomiX - Crédit Agricole), 2007, "An Early Warning Model for EU banks with Detection of the Adverse Selection Effect," Cahiers du GRES (2002-2009), Groupement de Recherches Economiques et Sociales, number 2007-08.
• Philippe Frouté, 2007, "Theoretical foundation for a debtor friendly bankruptcy law in favour of creditors," Post-Print, HAL, number hal-02335906, Nov, DOI: 10.1007/s10657-007-9033-7.
• Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya, 2007, "Are Russian Commercial Courts Biased? Evidence from a Bankruptcy Law Transplant," Post-Print, HAL, number halshs-00754226, Jun, DOI: 10.1016/j.jce.2007.03.009.
• Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya, 2007, "Are Russian Commercial Courts Biased? Evidence from a Bankruptcy Law Transplant," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-00754226, Jun, DOI: 10.1016/j.jce.2007.03.009.