Research classified by Journal of Economic Literature (JEL) codes

2008

• 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.

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, Centre for Economic Policy Research, 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.
• 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," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
• 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.