Research classified by Journal of Economic Literature (JEL) codes

2006

• 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.
• Olivier Le Courtois & François Quittard-Pinon, 2006, "Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 13, issue 1, pages 11-39, March, DOI: 10.1007/s10690-007-9033-1.
• Bernd Brommundt & Jochen Felsenheimer & Philip Gisdakis & Michael Zaiser, 2006, "Recent Developments in Credit Markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 2, pages 221-234, June, DOI: 10.1007/s11408-006-0017-3.
• Douglas Cumming & Sofia Johan, 2006, "Provincial preferences in private equity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 20, issue 4, pages 369-398, December, DOI: 10.1007/s11408-006-0030-6.
• Julio Pindado & Luis Rodrigues & Chabela Torre, 2006, "How does Financial Distress Affect Small Firms’ Financial Structure?," Small Business Economics, Springer, volume 26, issue 4, pages 377-391, May, DOI: 10.1007/s11187-005-4845-8.
• John Hutchinson & Ana Xavier, 2006, "Comparing the Impact of Credit Constraints on the Growth of SMEs in a Transition Country with an Established Market Economy," Small Business Economics, Springer, volume 27, issue 2, pages 169-179, October, DOI: 10.1007/s11187-005-4412-3.
• Rossella Bisignani & Giovanni Masala & Marco Micocci, 2006, "Economic Capital Management For Insurance Companies Using Conditional Value At Risk And A Copula Approach," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, volume 0, issue 3.
• Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu, 2006, "Estimation of the Default Risk of Publicly Traded Canadian Companies," Cahiers de recherche, CIRPEE, number 0613.
• Amrit Judge, 2006, "The Determinants of Foreign Currency Hedging by U.K. Non-Financial Firms," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 1-2, pages 1-41, March-Jun.
• Dr. Valéria Széplaki, 2006, "Reform of the Hungarian corporate insolvency regulation and its financial stability aspects," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), volume 1, issue 2, pages 41-47, December.
• Frédéric Lagneaux & David Vivet, 2006, "Trend in the financial structure and results of firms in 2005," Economic Review, National Bank of Belgium, issue iii, pages 31-53, December.
• Darrell Duffie & Leandro Siata & Ke Wang, 2006, "Multi-Period Corporate Default Prediction With Stochastic Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 11962, Jan.
• Edward J. Kane, 2006, "Basel II: A Contracting Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 12705, Nov.
• Simeon Djankov & Oliver Hart & Caralee McLiesh & Andrei Shleifer, 2006, "Debt Enforcement Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 12807, Dec.
• Aliaksei P. Smolski, 2006, "Tendencies and problems of economical insolvency (bankruptcy) institution development in Belarus: 1991 - 2005," Law and Economics, Socionet, number smolski_aliaksei.39168-b1, Sep.
• David T. Brown & Brian A. Ciochetti & Timothy J. Riddiough, 2006, "Theory and Evidence on the Resolution of Financial Distress," The Review of Financial Studies, Society for Financial Studies, volume 19, issue 4, pages 1357-1397.
• Filippo Ippolito & SDA School of Management & Bocconi, 2006, "Convertible Preferred Stock in Venture Capital Financing," Economics Series Working Papers, University of Oxford, Department of Economics, number 2006-FE-12, Dec.
• Francois-Éric Racicot & Raymond Théoret, 2006, "La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022006, Jan.
• Francois-Éric Racicot & Raymond Théoret, 2006, "Les modèles HJM et LMM revisités," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042006, Jan.
• Francois-Éric Racicot & Raymond Théoret, 2006, "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052006, Apr.
• Francois-Éric Racicot & Raymond Théoret, 2006, "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp122006, Jun.
• Miglo, Anton, 2006, "Debt-equity choice as a signal of profit profile over time," MPRA Paper, University Library of Munich, Germany, number 1283.
• Haselmann, Rainer & Pistor, Katharina & Vig, Vikrant, 2006, "How Law Affects Lending," MPRA Paper, University Library of Munich, Germany, number 157, Sep.
• Mierzejewski, Fernando, 2006, "Economic capital allocation under liquidity constraints," MPRA Paper, University Library of Munich, Germany, number 2414, Apr.
• Sacristán Bergia, Fernando, 2006, "El riesgo de responsabilidad del órgano de administración de las cooperativas en situaciones de insolvencia, y de pérdidas patrimoniales
  [The risk of responsibility of the organ of administration of the cooperative societies in situations of insol," MPRA Paper, University Library of Munich, Germany, number 2672.
• Lin, William & Sun, David, 2006, "Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels," MPRA Paper, University Library of Munich, Germany, number 37288, Sep, revised Jun 2007.
• Rubio, Fernando, 2006, "Estructura de financiamiento: ¿cuánta deuda debería incorporar en mi empresa?," MPRA Paper, University Library of Munich, Germany, number 578, Jan, revised 21 May 2006.

2005

• Alexei Deviatov & Barry W. Ickes, 2005, "Reputation and the Soft-Budget Constraint," Working Papers, New Economic School (NES), number w0078, Jul.
• Adam B. Ashcraft, 2005, "Are Banks Really Special? New Evidence from the FDIC-Induced Failure of Healthy Banks," American Economic Review, American Economic Association, volume 95, issue 5, pages 1712-1730, December.
• International Association of Deposit Insurers Asia Regional Committee, 2005, "Transitioning from a Blanket Guarantee to a Limited Coverage System," IADI Research Papers, International Association of Deposit Insurers, number 05-09, Sep.
• Maria Carmen Badia Batlle & Merche Galisteo & M. Teresa Preixens Benedicto, 2005, "Valoracion de credit default swaps: Una aplicacion del modelo de Hull-White al mercado espanol," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 130.
• Massimo Omiccioli, 2005, "Trade Credit as Collateral," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 553, Jun.
• Bardos, M., 2005, "Les scores de la Banque de France : leur développement, leurs applications, leur maintenance," Bulletin de la Banque de France, Banque de France, issue 144, pages 63-73.
• Goetz von Peter, 2005, "Debt-deflation: concepts and a stylised model," BIS Working Papers, Bank for International Settlements, number 176, Apr.
• Koen Schoors & Konstantin Sonin, 2005, "Passive Creditors," International Finance, Wiley Blackwell, volume 8, issue 1, pages 57-86, March, DOI: 10.1111/j.1367-0271.2005.00151.x.
• Arturo Bris & Ivo Welch, 2005, "The Optimal Concentration of Creditors," Journal of Finance, American Finance Association, volume 60, issue 5, pages 2193-2212, October, DOI: 10.1111/j.1540-6261.2005.00796.x.
• Jianjun Miao, 2005, "Optimal Capital Structure and Industry Dynamics," Journal of Finance, American Finance Association, volume 60, issue 6, pages 2621-2659, December, DOI: 10.1111/j.1540-6261.2005.00812.x.
• Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi, 2005, "Impaired Bank Health and Default Risk," Bank of Japan Working Paper Series, Bank of Japan, number 05-E-13, Sep.
• Dirk Hackbarth & Junjian Miao & Erwan Morellec, 2005, "Capital Structure, Credit Risk, and Macroeconomic Conditions," Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics, number WP2005-005, Nov.
• Cláudio R. Lucinda & Richard Saito, 2005, "Debt Structure of Public Brazilian Companies: an Empirical Study," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 2, pages 173-193.
• Koen Schoors & Konstantin Sonin, 2005, "Passive Creditors," Working Papers, Center for Economic and Financial Research (CEFIR), number w0015, Jan.
• Alexei Deviatov & Barry W. Ickes, 2005, "Reputation and the Soft-Budget Constraint," Working Papers, Center for Economic and Financial Research (CEFIR), number w0078, Jul.
• L. Melina Deledicque & Mariano Féliz & Juliana Moser, 2005, "Recuperación de empresas por sus trabajadores y autogestión obrera. Un estudio de caso de una empresa en Argentina," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 51, pages 51-76, April.
• Juan Jos� Echevarr�a & Diego V�squez & Mauricio Villamizar, 2005, "La Tasa De Cambio Real En Colombia. �Muy Lejos Del Equilibrio?," Borradores de Economia, Banco de la Republica, number 3083, May.
• Diego Jara & Carolina G�mez & Andr�s Pardo, 2005, "Análisis de eficiencia de los portafolio pensionales obligatorios en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 49, pages 192-239, DOI: 10.32468/Espe.4905.
• Juan José Echavarría & Diego V�squez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 49, pages 134-191, DOI: 10.32468/Espe.4904.
• Aloisio Araujo & Bruno Funchal, 2005, "Bankruptcy Law in Latin America: Past and Future," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2005, pages 149-216.
• Eckbo, B Espen & Thorburn, Karin S, 2005, "Bidding in Mandatory Bankruptcy Auctions: Theory and Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4873, Jan.
• John, Kose & Acharya, Viral & Sundaram, Rangarajan K, 2005, "Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4916, Feb.
• Franks, Julian & Lóránth, Gyöngyi, 2005, "A Study of Inefficient Going Concerns in Bankruptcy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5035, May.
• Eckbo, B Espen & Thorburn, Karin S & ,, 2005, "The Toehold Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5084, May.
• Dirk Hackbarth & Jianjun Miao & Erwan Morellec, 2005, "Capital Structure, Credit Risk, and Macroeconomic Conditions," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 439, Nov.
• Catherine Refait, 2005, "Soutien financier ou mise en faillite de l'entreprise? Comprendre la décision de la banque," Revue Finance Contrôle Stratégie, revues.org, volume 8, issue 1, pages 131-157, March.
• Besancenot, Damien & Vranceanu, Radu, 2005, "Socially Efficient Managerial Dishonesty," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 05005, May.
• Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2005, "Exploring interactions between real activity and the financial stance," Journal of Financial Stability, Elsevier, volume 1, issue 3, pages 308-341, April.
• Fabling, Richard & Grimes, Arthur, 2005, "Insolvency and economic development: Regional variation and adjustment," Journal of Economics and Business, Elsevier, volume 57, issue 4, pages 339-359.
• Bystrom, Hans & Worasinchai, Lugkana & Chongsithipol, Srisuda, 2005, "Default risk, systematic risk and Thai firms before, during and after the Asian crisis," Research in International Business and Finance, Elsevier, volume 19, issue 1, pages 95-110, March.
• Araujo, Aloisio & Funchal, Bruno, 2005, "Bankruptcy law in Latin America: past and future," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123388, Oct.
• Antonio Gledson de Carvalho, 2005, "Bankruptcy Law, Credit and Interest Rates in Brazil," Brazilian Journal of Political Economy, FGV EAESP, volume 25, issue 1, pages 131-153, January, DOI: 10.1590/0101-35172005-1219.
• Antonio Gledson de Carvalho, 2005, "Bankruptcy Law, Credit and Interest Rates in Brazil," Brazilian Journal of Political Economy, FGV EAESP, volume 25, issue 1, pages 131-153, January, DOI: 10.1590/0101-35172005-1219.
• Fabien Couderc, 2005, "Understanding Default Risk Through Nonparametric Intensity Estimation," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp141, Mar.
• Fabien Couderc & Olivier Renault, 2005, "Times-To-Default:Life Cycle, Global and Industry Cycle Impact," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp142, Mar.
• Ondøej Knot & Ondøej Vychodil, 2005, "What Drives the Optimal Bankruptcy Law Design? (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 3-4, pages 110-123, March.
• Matteo Manera & Umberto Cherubini, 2005, "Hunting the Living Dead A “Peso Problem” in Corporate Liabilities Data," Working Papers, Fondazione Eni Enrico Mattei, number 2005.76, May.
• Christina E. Bannier & Marcel Tyrell, 2005, "Modelling the role of credit rating agencies - Do they spark off a virtuous circle?," Working Paper Series: Finance and Accounting, Department of Finance, Goethe University Frankfurt am Main, number 160, Nov.
• Alexander Radygin & Revold Entov & Irina Mezheraups & Alina Gontmakher & Yuri Simachev & Natalia Shmeleva & Mikhail Kuzyk & Harry Swain, 2005, "The Institution of Bankruptcy: Development, Problems, Areas of Reforming," Published Papers, Gaidar Institute for Economic Policy, number 123, revised 2012.
• K. Oosterlinck & L. Ureche-Rangau, 2005, "Entre la peste et le choléra : Le détenteur d'obligations peut préférer la répudiation au défaut," Post-Print, HAL, number hal-00171153.
• Ulrich Hege & Pierre Mella-Barral, 2005, "Repeated Dilution of Diffusely Held Debt," Post-Print, HAL, number hal-00459921, May, DOI: 10.1086/429643.
• Catherine Refait-Alexandre, 2005, "Soutien financier ou mise en faillite de l'entreprise ? Comprendre la décision de la banque," Post-Print, HAL, number hal-01391665.
• Edouard Challe & Xavier Ragot, 2005, "Bubbles and self fullfilling crisis," Sciences Po Economics Publications (main), HAL, number hal-03462262, Jan.
• Edouard Challe & Xavier Ragot, 2005, "Bubbles and self fullfilling crisis," Working Papers, HAL, number hal-03462262, Jan.
• Gaspar, Raquel M. & Slinko, Irina, 2005, "Correlation Between Intensity and Recovery in Credit Risk Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 614, Nov.
• Gaspar, Raquel M. & Schmidt, Thorsten, 2005, "Quadratic Portfolio Credit Risk models with Shot-noise Effects," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 616, Dec.
• Byström , Hans & Kwon, Oh Kang, 2005, "Default Probabilities According to the Bond Market," Working Papers, Lund University, Department of Economics, number 2005:7, Jan.
• Byström, Hans N. E., 2005, "Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market," Working Papers, Lund University, Department of Economics, number 2005:24, Mar, revised 15 May 2005.
• Byström, Hans, 2005, "Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures," Working Papers, Lund University, Department of Economics, number 2005:44, Oct.
• Hvide, Hans K., 2005, "Optimal contracts under imperfect enforcement revisited," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/4, Sep.
• Mjøs, Aksel & Persson, Svein-Arne, 2005, "Callable Risky Perpetual Debt: Options, Pricing And Bankruptcy Implications," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2005/22, Dec.
• Buttwill, Klas & Wihlborg, Clas, 2005, "The Efficiency of the Bankruptcy Process. An International Comparison," Ratio Working Papers, The Ratio Institute, number 65, Jan.
• Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2005, "Exploring Interactions between Real Activity and the Financial Stance," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 184, Apr.
• Décamps, Jean-Paul & Djembissi, Bertrand, 2005, "Switching to a Poor Business Activity: Optimal Capital Structure, Agency Costs and Convenant Rules," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 375, Sep.
• Tomoaki Shouda, 2005, "Dynamical analysis of corporate bonds based on the yield spread term-quality surface," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 12, issue 4, pages 307-332, December, DOI: 10.1007/s10690-006-9028-3.
• Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005, "Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?," Journal of Financial Services Research, Springer;Western Finance Association, volume 28, issue 1, pages 43-75, October, DOI: 10.1007/s10693-005-4356-4.
• Francisco Sogorb-Mira, 2005, "How SME Uniqueness Affects Capital Structure: Evidence From A 1994–1998 Spanish Data Panel," Small Business Economics, Springer, volume 25, issue 5, pages 447-457, December, DOI: 10.1007/s11187-004-6486-8.
• Virág, Miklós & Kristóf, Tamás, 2005, "Az első hazai csődmodell újraszámítása neurális hálók segítségével
  [Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 144-162.
• Holger Kraft & Mogens Steffensen, 2005, "How to Invest Optimally in Corporate Bonds: A Reduced-Form Approach," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2005/07, May.
• Fatma Cebenoyan & A. Sinan Cebenoyan & Elizabeth S. Cooperman, 2005, "Managerial Cost Inefficiency and Takeovers of U.S. Thrifts," Multinational Finance Journal, Multinational Finance Journal, volume 9, issue 1-2, pages 23-42, March-Jun.
• Christina E. Bannier & Frank Heinemann, 2005, "Optimal Transparency and Risk-Taking to Avoid Currency Crises," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 161, issue 3, pages 374-391, September.
• Michael T. K. Horvath & Michael J. Woyode, 2005, "Entrepreneurs and the Choice of Limited Liability," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 161, issue 4, pages 681-707, December.
• David Vivet, 2005, "Trend in the financial structure and results of firms in 2004," Economic Review, National Bank of Belgium, issue iv, pages 39-56, December.
• Adam Pawlikowski, 2005, "The Polish deposit insurance scheme compared to arrangements adopted in other EU countries," NBP Working Papers, Narodowy Bank Polski, number 34.
• Juliana Yim & Heather Mitchell, 2005, "A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 15, issue 1, pages 73-93, January-A.
• Werner Dirschmid & Walter Waschiczek, 2005, "Institutional Determinants of Equity Financing in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 9, pages 77-92.
• Filippo Ippolito, 2005, "Capital Structure and Seniority in Entrepreneurial Firms," Economics Series Working Papers, University of Oxford, Department of Economics, number 2005-FE-12, Oct.
• Francois-Éric Racicot & Raymond Théoret, 2005, "De l'évaluation du risque de crédit," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0322005, Sep.
• Francois-Éric Racicot & Raymond Théoret, 2005, "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0332005, Nov.
• Ecobici, Nicolae, 2005, "Studiu de caz privind arieratele si inlesnirile la plata obligatiilor bugetare aprobate la nivelul judetului Gorj
  [Study of the arrears and the facility of payment’s overdue debts in Gorj county]," MPRA Paper, University Library of Munich, Germany, number 11232.
• Papanastasopoulos, George, 2005, "Using Option Theory and Fundamentals to Assessing Default Risk of Listed Firms," MPRA Paper, University Library of Munich, Germany, number 453, Oct, revised Jun 2006.
• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2005, "Entre la peste et le choléra : le détenteur d’obligations peut préférer la répudiation au défaut…," Revue d'Économie Financière, Programme National Persée, volume 79, issue 2, pages 309-331, DOI: 10.3406/ecofi.2005.3992.
• Bertrand Chopard, 2005, "« Ex post » vs « Ex ante » : le cas de l’économie du droit de la faillite," Revue d'Économie Financière, Programme National Persée, volume 81, issue 4, pages 291-303, DOI: 10.3406/ecofi.2005.4026.
• António Antunes, 2005, "Analysis of delinquent firms using multi-state transitions," Working Papers, Banco de Portugal, Economics and Research Department, number w200505.
• Jianming Kou & Dr Simone Varotto, 2005, "Predicting Agency Rating Migrations with Spread Implied Ratings," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-06, Jun.
• Caterina Mendicino, 2005, "Credit Market Development, Economic Performance and Business Cycle Volatility," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0043, Mar.
• Andrea Gheno, 2005, "Corporate valuations and the merton model," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0055, Dec.
• G. Lanine & R. Vander Vennet, 2005, "Failure prediction in the Russian bank sector with logit and trait recognition models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/329, Aug.
• Filippo Ippolito, 2005, "Convertible Preferred Stock in Venture Capital Financing," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe12.
• Yang Yu, 2005, "Fundamental Uncertainties and Firm-level Stock Volatilities," Computing in Economics and Finance 2005, Society for Computational Economics, number 466, Nov.
• Daniela Fabbri & Anna Maria Cristina Menichini, 2005, "Trade Credit, Collateral Liquidation and Borrowing Constraints," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 146, Nov, revised 08 Feb 2009.
• Heski Bar-Isaac & Vicente Cuñat, 2005, "Long term debt with Hidden Borrowing," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 05-04.
• Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005, "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-118/4, Dec.
• Campi, L. & Polbennikov, S.Y. & Sbuelz, A., 2005, "Assessing Credit with Equity : A CEV Model with Jump to Default," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-27.
• Campi, L. & Sbuelz, A., 2005, "Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-28.
• Cumming, D. & Johan, S.A., 2005, "Provincial preferences in private equity," Discussion Paper, Tilburg University, Tilburg Law and Economic Center, number 2005-004.
• Darrel Duffie & Leandro Saita & Ke Wang, 2005, "Multi-Period Corporate Default Prediction With Stochastic Covariates," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-373, Sep.
• Ulrich Hege & Pierre Mella-Barral, 2005, "Repeated Dilution of Diffusely Held Debt," The Journal of Business, University of Chicago Press, volume 78, issue 3, pages 737-786, May, DOI: 10.1086/429643.
• Suleyman Basak & Alexander Shapiro, 2005, "A Model of Credit Risk, Optimal Policies, and Asset Prices," The Journal of Business, University of Chicago Press, volume 78, issue 4, pages 1215-1266, July, DOI: 10.1086/430859.
• Kim Oosterlinck & Loredana Ureche-Rangau, 2005, "Entre la peste et le choléra: le détenteur d'obligations peut préférer la répudiation au défaut," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/6693.
• Heski Bar-Isaac & Vicente Cuñat, 2005, "Long term debt with hidden borrowing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 803, Jan.
• M. Koetter, 2005, "Evaluating the German Bank Merger Wave," Working Papers, Utrecht School of Economics, number 05-16.
• Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005, "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 167, Sep.
• Luciano Campi & Simon Polbennikov & Sbuelz, 2005, "Assessing Credit with Equity: A CEV Model with Jump to Default," Working Papers, University of Verona, Department of Economics, number 24/2005, Sep.
• Koen Schoors & Konstantin Sonin, 2005, "Passive Creditors," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp737, Jan.
• Christa Hainz, 2005, "Quality of Institutions, Credit Markets and Bankruptcy," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp745, Feb.
• Sutthisit Jamdee & Cornelis A. Los, 2005, "Long Memory Options: LM Evidence and Simulations," Finance, University Library of Munich, Germany, number 0505003, May.
• Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005, "Bayesian Methods for Improving Credit Scoring Models," Finance, University Library of Munich, Germany, number 0505024, May.
• Martin Bemmann, 2005, "Improving the comparability of insolvency predictions," Finance, University Library of Munich, Germany, number 0506017, Jun.
• Martin Bemmann, 2005, "Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien (German version of 'Improving the comparability of insolvency predictions')," Finance, University Library of Munich, Germany, number 0507007, Jul.
• Kirsi Ripatti, 2005, "Central counterparty clearing: constructing a framework for evaluation of risks and benefits," Finance, University Library of Munich, Germany, number 0508021, Aug.
• Goetz von Peter, 2005, "Debt-Deflation: Concepts, and a Stylised Model," Macroeconomics, University Library of Munich, Germany, number 0505001, May.
• Marek Gruszczynski & Piotr Ciesielski & Mariusz Domeracki, 2005, "New bankruptcy prediction models for Polish companies," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 21, May.
• Ephraim Clark & Amrit Judge, 2005, "Motives For Corporate Hedging: Evidence From The Uk," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 1, issue 01, pages 1-20, DOI: 10.1142/S201049520550003X.
• Arturo Bris & Ivo Welch & Ning Zhu, 2005, "The Costs of Bankruptcy," Yale School of Management Working Papers, Yale School of Management, number amz2375, Dec, revised 21 Sep 2009.
• von Kalckreuth, Ulf, 2005, "A "wreckers theory" of financial distress," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,40.
• Koetter, Michael, 2005, "Evaluating the German bank merger wave," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,12.
• Krüger, Ulrich & Stötzel, Martin & Trück, Stefan, 2005, "Time series properties of a rating system based on financial ratios," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2005,14.
• Hainz, Christa, 2005, "Quality of Institutions, Credit Markets and Bankruptcy," Proceedings of the German Development Economics Conference, Kiel 2005, Verein für Socialpolitik, Research Committee Development Economics, number 18.
• Weißbach, Rafael & von Lieres und Wilkau, Carsten, 2005, "On Partial Defaults in Portfolio Credit Risk : A Poisson Mixture Model Approach," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,06.
• Lawrenz, Claudia & Tschiersch, Patrick & Weißbach, Rafael, 2005, "Testing Homogeneity of Time-Continuous Rating Transitions," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2005,34.
• Bemmann, Martin, 2005, "Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien," Dresden Discussion Paper Series in Economics, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics, number 08/05.