Research classified by Journal of Economic Literature (JEL) codes

2007

• Edouard Challe & Xavier Ragot, 2007, "Bubbles and self-fulfilling crises," PSE Working Papers, HAL, number halshs-00590568, Feb.
• Edouard Challe & Xavier Ragot, 2007, "Bubbles and self-fulfilling crises," Working Papers, HAL, number halshs-00590568, Feb.
• Herbertsson, Alexander & Rootzén, Holger, 2007, "Pricing k-th-to-default Swaps under Default Contagion: The Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 269, Oct.
• Herbertsson, Alexander, 2007, "Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach," Working Papers in Economics, University of Gothenburg, Department of Economics, number 270, Oct.
• Herbertsson, Alexander, 2007, "Modelling Default Contagion Using Multivariate Phase-Type Distributions," Working Papers in Economics, University of Gothenburg, Department of Economics, number 271, Oct.
• Herbertsson, Alexander, 2007, "Default Contagion in Large Homogeneous Portfolios," Working Papers in Economics, University of Gothenburg, Department of Economics, number 272, Oct.
• Priyo Rokhadi Widodo & Tarsidin, 2007, "Pengaruh Ekonomi Makro terhadap Risiko Sektoral di Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 10, issue 2, pages 91-122, October, DOI: https://doi.org/10.21098/bemp.v10i2.
• Satoshi Yamashita & Toshinao Yoshiba, 2007, "Analytical solutions for expected and unexpected losses with an additional loan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 07-E-21, Dec.
• Javier Suarez & Oren Sussman, 2007, "Financial distress, bankruptcy law and the business cycle," Annals of Finance, Springer, volume 3, issue 1, pages 5-35, January, DOI: 10.1007/s10436-006-0056-9.
• Jean-Paul Décamps & Bertrand Djembissi, 2007, "Switching to a poor business activity: optimal capital structure, agency costs and covenant rules," Annals of Finance, Springer, volume 3, issue 3, pages 389-409, July, DOI: 10.1007/s10436-006-0049-8.
• Philippe Frouté, 2007, "Theoretical foundation for a debtor friendly bankruptcy law in favour of creditors," European Journal of Law and Economics, Springer, volume 24, issue 3, pages 201-214, December, DOI: 10.1007/s10657-007-9033-7.
• Edward Kane, 2007, "Basel II: A Contracting Perspective," Journal of Financial Services Research, Springer;Western Finance Association, volume 32, issue 1, pages 39-53, October, DOI: 10.1007/s10693-007-0020-5.
• Kanak Patel & Ricardo Pereira, 2007, "Expected Default Probabilities in Structural Models: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, volume 34, issue 1, pages 107-133, January, DOI: 10.1007/s11146-007-9006-1.
• Hainz, Christa, 2007, "Creditor Passivity: The Effects of Bank Competition and Institutions on the Strategic Use of Bankruptcy Filings," Discussion Papers in Economics, University of Munich, Department of Economics, number 2028, Sep.
• Claude Fluet & Paolo G. Garella, 2007, "Relying on the Information of Others: Debt Rescheduling with Multiple Lenders," Cahiers de recherche, CIRPEE, number 0716.
• Jean-Marc Bourgeon & Georges Dionne, 2007, "On Debt Service and Renegotiation when Debt-holders Are More Strategic," Cahiers de recherche, CIRPEE, number 0729.
• Hubert Ooghe & Sofie Balcaen, 2007, "Are Failure Prediction Models Widely Usable? An Empirical Study Using a Belgian Dataset," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 33-76, March-Jun.
• Tobias Schüle, 2007, "Forbearance Lending and Soft Budget Constraints in Multiple Bank Financing," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 163, issue 3, pages 448-466, September.
• Ivan DE NONI & Antonio LORENZON & Luigi ORSI, 2007, "Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-036, Oct.
• Ivan DE NONI & Antonio LORENZON & Luigi ORSI, 2007, "Measuring and managing credit risk in SMEs: a quantitative and qualitative rating model," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2007-36, Oct.
• Andrea Cipollini & Giuseppe Missaglia, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 007, Oct.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2007, "The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 3, issue 1, pages 27-50, December.
• Janet Mitchell & Patrick Van Roy, 2007, "Failure prediction models : performance, disagreements, and internal rating systems," Working Paper Research, National Bank of Belgium, number 123, Dec.
• Jonathan B. Berk & Richard Stanton & Josef Zechner, 2007, "Human Capital, Bankruptcy and Capital Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 13014, Apr.
• Michelle J. White, 2007, "Bankruptcy Reform and Credit Cards," NBER Working Papers, National Bureau of Economic Research, Inc, number 13265, Jul.
• Thomas Philippon & Yuliy Sannikov, 2007, "Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 13584, Nov.
• Surendranath Jory & Jeff Madura, 2007, "Equity Offerings by Firms That Emerged from Bankruptcy," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, volume 12, issue 2, pages 1-22, Fall.
• Francois-Éric Racicot & Raymond Théoret, 2007, "Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012007, Jan.
• Francois-Éric Racicot, 2007, "Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022007, Apr.
• Strauss, Jason, 2007, "Equilibrium in the Insurance Industry: Price and Probability of Insolvency," MPRA Paper, University Library of Munich, Germany, number 11015, May.
• Strauss, Jason, 2007, "Price Regulation, Market Exit, and Financial Leverage of Canadian Property-Liability Insurers," MPRA Paper, University Library of Munich, Germany, number 11212, Dec, revised 28 Oct 2008.
• Kim, Joocheol & Lee, Duyeol, 2007, "Simulation based approach for measuring concentration risk," MPRA Paper, University Library of Munich, Germany, number 2968, Feb, revised 19 Apr 2007.
• Cipollini, Andrea & Missaglia, Giuseppe, 2007, "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper, University Library of Munich, Germany, number 3582, May.
• Sun, David & Lin, William T. & Nieh, Chien-Chung, 2007, "Long run credit risk diversification: empirical decomposition of corporate bond spreads," MPRA Paper, University Library of Munich, Germany, number 37283, Oct, revised Jul 2008.
• Heinrich, Gregor, 2007, "El seguro de depósito dentro de la red de seguridad financiera
  [Deposit insurance within the financial safety-net]," MPRA Paper, University Library of Munich, Germany, number 47444, Aug.
• Schoeneborn, Torsten & Schied, Alexander, 2007, "Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision," MPRA Paper, University Library of Munich, Germany, number 5548, Nov.
• Karel Janda, 2007, "Optimal Debt Contracts in Emerging Markets with Multiple Investors," Prague Economic Papers, Prague University of Economics and Business, volume 2007, issue 2, pages 115-129, DOI: 10.18267/j.pep.301.
• Diana Bonfim, 2007, "Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w200707.
• Elettra Agliardi & Rossella Agliardi, 2007, "Progressive Taxation and Corporate Liquidation: Analysis and Policy Implications," Working Paper series, Rimini Centre for Economic Analysis, number 29_07, Jul.
• Elettra Agliardi & Rainer Andergassen, 2007, "Last Resort Gambles, Risky Debt and Liquidation Policy," Working Paper series, Rimini Centre for Economic Analysis, number 31_07, Jul.
• Jean-Marc Bourgeon & Georges Dionne, 2007, "On debt service and renegotiation when debt-holders are more strategic," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 07-7, Sep.
• Régis Blazy & Laurent Weill, 2007, "The impact of legal sanctions on moral hazard when debt contracts are renegotiable?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 07-012.RS.
• Monique Jeanblanc & Stoyan Valchev, 2007, "Default-risky bond prices with jumps, liquidity risk and incomplete information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 30, issue 2, pages 109-136, November, DOI: 10.1007/s10203-007-0070-z.
• David Kelly & Stephen LeRoy, 2007, "Liquidity and Liquidation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 31, issue 3, pages 553-572, June, DOI: 10.1007/s00199-006-0113-7.
• Dirk Czarnitzki & Kornelius Kraft, 2007, "Are credit ratings valuable information?," Applied Financial Economics, Taylor & Francis Journals, volume 17, issue 13, pages 1061-1070, DOI: 10.1080/09603100600749220.
• Thomas Miceli & C. F. Sirmans, 2007, "The Optimal Response to Default: Renegotiation or Extended Maturity?," Working papers, University of Connecticut, Department of Economics, number 2007-11, May.
• Viviana Fanelli & Silvana Musti, 2007, "Pricing of CDS Options with the HJM approach: a Numerical Implementation," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 26-2007, Dec.
• Viviana Fanelli & Silvana Musti, 2007, "Modelling Credit Spreads evolution using the Cox Process within the HJM framework," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 27-2007, Dec.
• Wilson Sy, 2007, "A Causal Framework for Credit Default Theory," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 204, Oct.
• Piero Gottardi & Ronel Elul, 2007, "Bankruptcy: Is It Enough to Forgive or Must we Also Forget?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_23.
• Rikkers, F. & Thibeault, A., 2007, "The optimal rating philosophy for the rating of SMEs," Vlerick Leuven Gent Management School Working Paper Series, Vlerick Leuven Gent Management School, number 2007-10, Feb.
• Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007, "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 155-202, DOI: 10.1142/S0219024907004147.
• Koetter, Michael & Porath, Daniel, 2007, "Efficient, profitable and safe banking: an oxymoron? Evidence from a panel VAR approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,02.
• Koetter, Michael & Kick, Thomas, 2007, "Slippery slopes of stress: ordered failure events in German banking," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,03.
• Ongena, Steven & Tümer-Alkan, Günseli & von Westernhagen, Natalja, 2007, "Creditor concentration: an empirical investigation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,15.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,18.
• Hirsch, Christian & Bannier, Christina E., 2007, "The economics of rating watchlists: Evidence from rating changes," CFS Working Paper Series, Center for Financial Studies (CFS), number 2008/02.
• Hirsch, Christian & Bannier, Christina E., 2007, "The economics of rating watchlists: evidence from rating changes," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 88.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-035.
• Löffler, Gunter & Posch, Peter N., 2007, "How do rating agencies score in predicting firm performance," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-043.
• Franken, Ronald, 2007, "Ein Vergleich des binären Logit-Modells mit künstlichen neuronalen Netzen zur Insolvenzprognose anhand relativer Bilanzkennzahlen," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-044.
• Perederiy, Volodymyr, 2007, "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-060.
• Metzger, Georg, 2007, "Personal experience: a most vicious and limited circle!? On the role of entrepreneurial experience for firm survival," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-046.
• Metzger, Georg, 2007, "Personal Experience: A Most Vicious and Limited Circle!? On the Role of Entrepreneurial Experience for Firm Survival," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-046 [rev.].

2006

• Edouard Challe & Xavier Ragot, 2006, "Bubbles and Self-fulfilling Crises," 2006 Meeting Papers, Society for Economic Dynamics, number 254.
• Urban Jermann & Vivian Z. Yue, 2006, "Interest Rate Swap and Corporate Default," 2006 Meeting Papers, Society for Economic Dynamics, number 866.
• Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006, "Estimation of the default risk of publicly traded Canadian companies," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-5, Mar.
• Ghassem A. Homaifar, 2006, "The Case for Securitization of Credit in Iran," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 59, issue 2, pages 175-197.
• Andreas R. Engel & Achim Wambach, 2006, "Public Procurement Under Limited Liability," Rivista di Politica Economica, SIPI Spa, volume 96, issue 1, pages 13-40, January-F.
• Alessandro Ludovici, 2006, "The Application of Neural Networks to the Pricing of Credit Derivatives," Rivista di Politica Economica, SIPI Spa, volume 96, issue 6, pages 187-221, November-.
• Flippo Ippolito, 2006, "Convertible Preferred Stock in Venture Capital Financing," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe12.
• Viral Acharya & Jing-zhi Huang & Marti Subrahmanyam & Rangarajan Sundaram, 2006, "When does Strategic Debt-service Matter?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 29, issue 2, pages 363-378, October, DOI: 10.1007/s00199-005-0035-9.
• Stefan Wielenberg, 2006, "Bedingte Zahlungsversprechen in der Unternehmenssanierung," Schmalenbach Journal of Business Research, Springer, volume 58, issue 3, pages 270-296, May, DOI: 10.1007/BF03371654.
• Suzan Hol, 2006, "The influence of the business cycle on bankruptcy probability," Discussion Papers, Statistics Norway, Research Department, number 466, Aug.
• Konrad Banachewicz & Aad van der Vaart & André Lucas, 2006, "Modeling Portfolio Defaults using Hidden Markov Models with Covariates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-094/2, Oct.
• Shin-ichi Fukuda & Satoshi Koibuchi, 2006, "The Impacts of "Shock Therapy" on Large and Small Clients:Experiences from Two Large Bank Failures in Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-439, Oct.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2006, "The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-440, Oct.
• Fernando Sacristán Bergia, 2006, "La reafirmación de las aportaciones de (propiedad de) los socios de las sociedades cooperativas. Propuesta de regulación de las sociedades de responsabilidad limitada cooperativa," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 89, pages 139-166.
• Nicola Gennaioli & Stefano Rossi, 2006, "Contractual resolutions of financial distress," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1316, Nov, revised May 2012.
• Diana Barro & Antonella Basso, 2006, "A credit contagion model for loan portfolios in a network of firms with spatial interaction," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 143, Nov.
• Jarko Fidrmuc & Christa Hainz & Anton Malesich, 2006, "Default Rates in the Loan Market for SMEs: Evidence from Slovakia," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp854, Nov.
• M. Mete Doğanay & Nildağ Başak Ceylan & Ramazan Aktaş, 2006, "Predicting Financial Failure Of The Turkish Banks," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 2, issue 01, pages 1-19, DOI: 10.1142/S2010495206500059.
• Adriana Breccia, 2006, "Sequential Restructuring of Debt Classes, Absolute Priority Violation and Spread Reversals Under Chapter 11," Discussion Papers, Department of Economics, University of York, number 06/09, May.
• Marco Realdon, 2006, "Book Values and Market Values of Equity and Debt," Discussion Papers, Department of Economics, University of York, number 06/11, Jun.
• Marco Realdon, 2006, "Valuation of the Firm's Liabilities when Equity Holders are also Creditors," Discussion Papers, Department of Economics, University of York, number 06/16, Aug.
• Chen, An & Suchanecki, Michael, 2006, "Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 8/2006.
• Koetter, Michael, 2006, "The stability of efficiency rankings when risk-preferences and objectives are different," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,08.
• Hakenes, Hendrik & Fecht, Falko, 2006, "Money market derivatives and the allocation of liquidity risk in the banking sector," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,12.
• Brunner, Antje & Krahnen, Jan Pieter, 2006, "Multiple lenders and corporate distress: Evidence on debt restructuring," CFS Working Paper Series, Center for Financial Studies (CFS), number 2001/04.
• Körnert, Jan, 2006, "Analyse der Finanzmärkte der USA in den fünf Bankenkrisen der National Banking-Ära," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 01/2006.
• Körnert, Jan, 2006, "Liquidity and solvency problems during the banking crises of the National Banking Era," Wirtschaftswissenschaftliche Diskussionspapiere, University of Greifswald, Faculty of Law and Economics, number 05/2006.
• Dannenberg, Henry, 2006, "Die Verlustverteilung des unternehmerischen Forderungsausfallrisikos – Eine simulationsbasierte Modellierung," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2006.
• Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2006, "Graphical data representation in bankruptcy analysis," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-015.
• Chen, Shiyi & Härdle, Wolfgang Karl & Moro, Rouslan A., 2006, "Estimation of default probabilities with Support Vector Machines," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-077.
• Vogl, Konstantin & Maltritz, Dominik & Huschens, Stefan & Karmann, Alexander, 2006, "Country Default Probabilities: Assessing and Backtesting," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 12/06.
• Schüle, Tobias, 2006, "Forbearance lending and soft budget constraints in a model of multiple heterogeneous bank financing," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 303.
• Schüle, Tobias, 2006, "Creditor coordination with social learning and endogenous timing of credit decisions," Tübinger Diskussionsbeiträge, University of Tübingen, School of Business and Economics, number 307.
• Metzger, Georg, 2006, "Afterlife: Who Takes Heart for Restart?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-038.
• Metzger, Georg, 2006, "Once bitten, twice shy? The performance of entrepreneurial restarts," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 06-083.
• Carlos Gustavo Machicado, 2006, "Liquidity Shocks and the Dollarization of a Banking System," Development Research Working Paper Series, Institute for Advanced Development Studies, number 09/2006, Sep.
• Platt, Harlan D. & Platt, Marjorie B., 2006, "Understanding Differences Between Financial Distress and Bankruptcy," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 2, issue 2, pages 1-17, DOI: 10.22004/ag.econ.50146.
• Bordeianu Sebastian, 2006, "Diagnosys Analisys Based On Rate Of Return," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 8, pages 1-8.
• International Association of Deposit Insurers, 2006, "General Guidance to Promote Effective Interrelationships among Financial Safety Net Participants," IADI Guidance Papers, International Association of Deposit Insurers, number 06-01, Jan.
• International Association of Deposit Insurers, 2006, "General Guidance for the Resolution of Bank Failures," IADI Guidance Papers, International Association of Deposit Insurers, number 06-02, Feb.
• Maria Carmen Badia Batlle & M. Mercedes Galisteo Rodriguez & M. Teresa Preixens Benedicto, 2006, "Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 156.
• Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006, "Estimation of the Default Risk of Publicly Traded Canadian Companies," Staff Working Papers, Bank of Canada, number 06-28, DOI: 10.34989/swp-2006-28.
• Miroslav Misina & David Tessier & Shubhasis Dey, 2006, "Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector," Staff Working Papers, Bank of Canada, number 06-47, DOI: 10.34989/swp-2006-47.
• Paloma López-García & Sergio Puente, 2006, "Business demography in Spain: determinants of firm survival," Working Papers, Banco de España, number 0608, Apr.
• Francisco Alonso & Santiago Forte & José M. Marqués, 2006, "Implied default barrier in credit default swap premia," Working Papers, Banco de España, number 0639, Dec.
• Dairo Estrada & Daniel Osorio, 2006, "A Market Risk Approach to Liquidity Risk and Financial Contagion," Borradores de Economia, Banco de la Republica de Colombia, number 384, Mar, DOI: 10.32468/be.384.
• Dairo Estrada & Daniel Osorio, 2006, "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 50, pages 242-271, June, DOI: 10.32468/Espe.5006.
• Bardos, M. & Stili, D., 2006, "La contagion du risque via les impayés sur effets de commerce," Bulletin de la Banque de France, Banque de France, issue 148, pages 51-65.
• Bardos, M. & Stili, D., 2006, "Risk contagion through defaults on trade bills," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 06, pages 49-71, Winter.
• Bardos, M., 2006, "Banque de France scores: development, applications, and maintenance," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 05, pages 79-94, Autumn.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2006, "The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-18, Oct.
• E. Agliardi & R. Andergassen, 2006, "Last Resort Gambles, Risky Debt and Liquidation Policy," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 577, Nov.
• Philip Bond & Andrew F. Newman, 2006, "Prohibitions on Punishments in Private Contracts," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2006-060, Nov.
• John Armour, 2006, "Should we redistribute in insolvency," Working Papers, Centre for Business Research, University of Cambridge, number wp319, Mar.
• John Armour & Audrey Hsu & Adrian Walters, 2006, "The costs and benefits of secured creditor control in bankruptcy: Evidence from the UK," Working Papers, Centre for Business Research, University of Cambridge, number wp332, Sep.
• Ondrej Knot & Ondrej Vychodil, 2006, "Bankruptcy Regimes and Gambling on Resurrection," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp290, Feb.
• Paolo Panteghini, 2006, "A Simple Explanation for the Unfavorable Tax Treatment of Investment Costs," CESifo Working Paper Series, CESifo, number 1784.
• Bob Wessels, 2006, "EU insolvency regulation and its impact on European business," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 01, pages 16-21, April.
• Michelle White, 2006, "Bankruptcy and small business - lessons from the US and recent reforms," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 01, pages 22-26, April.
• Rigmar Osterkamp, 2006, "Insolvency in selected OECD countries: Outcomes and regulations," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 01, pages 27-33, April.
• Oliver Hart, 2006, "Different approaches to bankruptcy," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 01, pages 3-8, April.
• Stijn Claessens & Leora Klapper, 2006, "Insolvency laws around the world - a statistical analysis and rules for their design," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 01, pages 9-15, April.
• Rigmar Osterkamp, 2006, "Insolvenzen in ausgewählten OECD-Ländern - Umfang, Tendenzen, Gesetze," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 59, issue 09, pages 22-29, May.
• Anne Epaulard & Aude Pommeret, 2007, "Bankcruptcy Law and Firms’ Behavior," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-08, Feb.
• Jérôme Sgard, 2006, "On Legal Origins and Brankruptcy Laws: the European Experience (1808-1914)," Working Papers, CEPII research center, number 2006-26, Dec.
• Max Bruche & Carlos González-Aguado, 2006, "Recovery Rates, Default Probabilities and the Credit Cycle," Working Papers, CEMFI, number wp2006_0612.
• Dairo Estrada & Daniel Osorio, 2006, "A Market Risk Approach To Liquidity Risk And Financial Contagion," Borradores de Economia, Banco de la Republica, number 1921, Mar.
• Dairo Estrada & Daniel Osorio, 2006, "A Market Risk Approach to Liquidity Risk and Financial Contagion," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 50, pages 242-271, DOI: 10.32468/Espe.5006.
• Spagnolo, Giancarlo & Buccirossi, Paolo, 2006, "Optimal Fines in the Era of Whistleblowers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5465, Jan.
• Huizinga, Harry & Zhu, Dantao, 2006, "Financial Structure and Macroeconomic Volatility: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5697, Jun.
• Zhuravskaya, Ekaterina & Sonin, Konstantin & Lambert-Mogiliansky, Ariane, 2006, "Are Russian Commercial Courts Biased? Evidence from a Natural Bankruptcy Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5998, Dec.
• Régis Blazy & Laurent Weill, 2006, "How Recovery Process Influences the Design of Debt Contracts?," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-08.
• Régis Blazy & Laurent Weill, 2006, "The Impact of Legal Sanctions on Moral Hazard when Debt Contracts are Renegotiable," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 06-09.
• Greta Falavigna, 2006, "Models for Default Risk Analysis: Focus on Artificial Neural Networks, Model Comparisons, Hybrid Frameworks," 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 200610, Dec.
• Kenya Fujiwara, 2006, "Corporate Debt Restructuring and Public Financial Institutions in Japan -Do Government-Affiliated Financial Institutions Soften Budget Constraints?," Finance Working Papers, East Asian Bureau of Economic Research, number 22595, Jan.
• Boissay, Frédéric, 2006, "Credit chains and the propagation of financial distress," Working Paper Series, European Central Bank, number 573, Jan.
• Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2006, "Internal ratings systems, implied credit risk and the consistency of banks' risk classification policies," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 1899-1926, July.
• Hackbarth, Dirk & Miao, Jianjun & Morellec, Erwan, 2006, "Capital structure, credit risk, and macroeconomic conditions," Journal of Financial Economics, Elsevier, volume 82, issue 3, pages 519-550, December.
• Konstandina Natalia, 2006, "Probability of Bank Failure: The Russian Case," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 06-01e, Feb.
• Zakolyukina Anastasia, 2006, "Bankrtuptcy in Russia: External Management Performance," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 06-09e, Dec.
• Bruche, Max & Gonzalez-Aguado, Carlos, 2006, "Recovery rates, default probabilities and the credit cycle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24524, Nov.
• Venegas Martínez, Francisco & Fundia Aizenstat, Andrés, 2006, "Opciones reales, valuación financiera de proyectos y estrategias de negocios. Aplicaciones al caso mexicano," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 290, pages 363-405, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Eva-Maria Steiger, 2006, "Ex-Ante vs. Ex-Post Efficiency in Personal Bankruptcy Proceedings," Papers on Strategic Interaction, Max Planck Institute of Economics, Strategic Interaction Group, number 2006-17, Sep.
• Ondøej Knot & Ondøej Vychodil, 2006, "Czech Bankruptcy Procedures: Ex-post Efficiency View," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/03, Jan, revised Jan 2006.
• Petr Jakubík, 2006, "Does Credit Risk Vary with Economic Cycles? The Case of Finland," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/11, Apr, revised Apr 2006.
• Karel Janda, 2006, "Optimal Deterministic Debt Contracts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/25, Oct, revised Oct 2006.
• Carlos González-Aguado & Max Bruche, 2006, "Recovery Rates, Default Probabilities and the Credit Cycle," FMG Discussion Papers, Financial Markets Group, number dp572, Nov.
• Hayette Gatfaoui, 2006, "Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton's Credit Risk Valuation," Post-Print, HAL, number hal-00589918.
• Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya, 2006, "Are Russian commercial courts biased?Evidence from a natural bankruptcy experiment," PSE Working Papers, HAL, number halshs-00590402, Oct.
• Ariane Lambert-Mogiliansky & Konstantin Sonin & Ekaterina Zhuravskaya, 2006, "Are Russian commercial courts biased?Evidence from a natural bankruptcy experiment," Working Papers, HAL, number halshs-00590402, Oct.
• Fukuda, Shin-ichi & 福田, 慎一 & フクダ, シンイチ & Koibuchi, Satoshi & 鯉渕, 賢 & コイブチ, サトシ, 2006, "The Impacts of "Shock Therapy" on Large and Small Clients: Experiences from Two Large Bank Failures in Japan," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-8, Oct.
• Fukuda, Shin-ichi & 福田, 慎一 & フクダ, シンイチ & Kasuya, Munehisa & 粕谷, 宗久 & カスヤ, ムネヒサ & Akashi, Kentaro & 赤司, 健太郎, 2006, "The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2006-9, Oct.
• Cristina Aybar Arias & Alejandro Casino Martínez & José López Gracia, 2006, "La reestructuración financiera de las pymes en crisis. Endogeneidad en la elección entre vía privada y vía concursal," Investigaciones Economicas, Fundación SEPI, volume 30, issue 1, pages 137-162, January.