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Strategic Debt Service
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Cited by:
- Hege, U. & Mella-Barral, P., 1999.
"Collateral, Renegotiation and the Value of Diffusely Held Debt,"
Discussion Paper
1999-94, Tilburg University, Center for Economic Research.
- Mella-Barral, Pierre & Hege, Ulrich, 2000. "Collateral, Renegotiation And The Value Of Diffusely Held Debt," CEPR Discussion Papers 2417, C.E.P.R. Discussion Papers.
- Hege, U. & Mella-Barral, P., 1999. "Collateral, Renegotiation and the Value of Diffusely Held Debt," Other publications TiSEM d1806bd7-b34c-4249-b6fd-2, Tilburg University, School of Economics and Management.
- Pierre Mella-Barral & Ulrich Hege, 2000. "Collateral, Renegotiation and the Value of Diffusely Held Debt," FMG Discussion Papers dp339, Financial Markets Group.
- David Maude & William Perraudin, 1995. "Pricing Deposit Insurance in the United Kingdom," Bank of England working papers 29, Bank of England.
- Ulrich Hege & Pierre Mella-Barral, 2005.
"Repeated Dilution of Diffusely Held Debt,"
The Journal of Business, University of Chicago Press, vol. 78(3), pages 737-786, May.
- HEGE, Ulrich & MELLA-BARRAL, Pierre, 2002. "Repeated dilution of diffusely held debt," HEC Research Papers Series 751, HEC Paris.
- Ulrich Hege & Pierre Mella-Barral, 2005. "Repeated Dilution of Diffusely Held Debt," Post-Print hal-00459921, HAL.
- Jan Ericsson & Joel Reneby, 1998.
"A framework for valuing corporate securities,"
Applied Mathematical Finance, Taylor & Francis Journals, vol. 5(3-4), pages 143-163.
- Ericsson, Jan & Reneby, Joel, 1995. "A Framework for Valuing Corporate Securities," SSE/EFI Working Paper Series in Economics and Finance 89, Stockholm School of Economics, revised 03 Dec 1998.
- Adriana Breccia, 2004. "Formal Bankruptcy: Strategic Debt Service with Senior and Junior Creditors," Birkbeck Working Papers in Economics and Finance 0411, Birkbeck, Department of Economics, Mathematics & Statistics.
- Bourgeon, Jean-Marc & Dionne, Georges, 2013.
"On debt service and renegotiation when debt-holders are more strategic,"
Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 353-372.
- Jean-Marc Bourgeon & Georges Dionne, 2007. "On Debt Service and Renegotiation when Debt-holders Are More Strategic," Cahiers de recherche 0729, CIRPEE.
- Bourgeon, Jean-Marc & Dionne, Georges, 2007. "On debt service and renegotiation when debt-holders are more strategic," Working Papers 07-7, HEC Montreal, Canada Research Chair in Risk Management.
- Jean Marc J. M. Bourgeon & Georges G. Dionne, 2013. "On debt service and renegotiation when debt-holders are more strategic," Post-Print hal-01000655, HAL.
- Jonathan Batten & Francis In, 2006. "Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework," Applied Financial Economics, Taylor & Francis Journals, vol. 16(12), pages 881-892.
- Danis, András & Rettl, Daniel A. & Whited, Toni M., 2014. "Refinancing, profitability, and capital structure," Journal of Financial Economics, Elsevier, vol. 114(3), pages 424-443.
- Ulrich Hege & Pierre Mella-Barral, 2019.
"Bond Exchange Offers or Collective Action Clauses?,"
Finance, Presses universitaires de Grenoble, vol. 40(3), pages 77-119.
- Hege, Ulrich & Mella-Barral, Pierre, 2019. "Bond Exchange Offers or Collective Action Clauses?," TSE Working Papers 19-1016, Toulouse School of Economics (TSE).
- Ulrich Hege & Pierre Mella-Barral, 2019. "Bond Exchange Offers or Collective Action Clauses?," EconPol Working Paper 32, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Jukka Isohätälä & Alistair Milne & Donald Robertson, 2020.
"The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints,"
Mathematics, MDPI, vol. 8(8), pages 1-32, August.
- Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014. "The net worth trap: investment and output dynamics in the presence of financing constraints," Bank of Finland Research Discussion Papers 26/2014, Bank of Finland.
- Qiang Dai & Kenneth Singleton, 2003. "Term Structure Dynamics in Theory and Reality," Review of Financial Studies, Society for Financial Studies, vol. 16(3), pages 631-678, July.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive continuation and dynamic agency costs of debt," LSE Research Online Documents on Economics 119106, London School of Economics and Political Science, LSE Library.
- M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007.
"Global Business Cycles and Credit Risk,"
NBER Chapters, in: The Risks of Financial Institutions, pages 419-469,
National Bureau of Economic Research, Inc.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series 1548, CESifo.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc.
- Marco Realdon, "undated". "Convertible Subordinated Debt Valuation and "Conversion in Distress"," Discussion Papers 03/18, Department of Economics, University of York.
- Uhrig-Homburg, Marliese, 2005. "Cash-flow shortage as an endogenous bankruptcy reason," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1509-1534, June.
- Gropp, Reint & Vesala, Jukka & Vulpes, Giuseppe, 2006.
"Equity and Bond Market Signals as Leading Indicators of Bank Fragility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(2), pages 399-428, March.
- Reint Gropp & Jukka M. Vesala & Giuseppe Vulpes, 2002. "Equity and bond market signals as leading indicators of bank fragility," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
- Vesala, Jukka & Vulpes, Giuseppe & Gropp, Reint, 2002. "Equity and bond market signals as leading indicators of bank fragility," Working Paper Series 150, European Central Bank.
- Antill, Samuel & Grenadier, Steven R., 2019. "Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 198-224.
- Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til, 2008.
"Firm heterogeneity and credit risk diversification,"
Journal of Empirical Finance, Elsevier, vol. 15(4), pages 583-612, September.
- Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Firm Heterogeneity and Credit Risk Diversification," CESifo Working Paper Series 1531, CESifo.
- Adriana Breccia & William Perraudin, 2010. "Debt Valuation and Chapter 22," Birkbeck Working Papers in Economics and Finance 1015, Birkbeck, Department of Economics, Mathematics & Statistics.
- Ji, Tingting, 2004. "Essays on consumer portfolio choice and credit risk," MPRA Paper 3161, University Library of Munich, Germany.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Correia, Ricardo & Población, Javier, 2015. "A structural model with Explicit Distress," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 112-130.
- Agliardi, Elettra & Andergassen, Rainer, 2009.
"Last resort gambles, risky debt and liquidation policy,"
Review of Financial Economics, Elsevier, vol. 18(3), pages 142-155, August.
- Elettra Agliardi & Rainer Andergassen, 2009. "Last resort gambles, risky debt and liquidation policy," Review of Financial Economics, John Wiley & Sons, vol. 18(3), pages 142-155, August.
- E. Agliardi & R. Andergassen, 2006. "Last Resort Gambles, Risky Debt and Liquidation Policy," Working Papers 577, Dipartimento Scienze Economiche, Universita' di Bologna.
- Elettra Agliardi & Rainer Andergassen, 2007. "Last Resort Gambles, Risky Debt and Liquidation Policy," Working Paper series 31_07, Rimini Centre for Economic Analysis.
- Chu, Yongqiang, 2021.
"Debt Renegotiation and Debt Overhang: Evidence from Lender Mergers,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(3), pages 995-1021, May.
- Chu, Yongqiang, 2016. "Debt renegotiation and debt overhang: Evidence from lender mergers," MPRA Paper 72403, University Library of Munich, Germany.
- Joao C. A. Teixeira, 2005. "An empirical analysis of structural models of corporate debt pricing," Finance 0505001, University Library of Munich, Germany.
- Jianjun Miao, 2005.
"Optimal Capital Structure and Industry Dynamics,"
Journal of Finance, American Finance Association, vol. 60(6), pages 2621-2659, December.
- Jianjun Miao, 2003. "Optimal Capital Structure and Industry Dynamics," Industrial Organization 0310001, University Library of Munich, Germany.
- Jianjun Miao, 2011. "Optimal Capital Structure and Industry Dynamics," CEMA Working Papers 440, China Economics and Management Academy, Central University of Finance and Economics.
- Anderson, Ronald & Carverhill, Andrew, 2007. "Liquidity and Capital Structure," CEPR Discussion Papers 6044, C.E.P.R. Discussion Papers.
- Tetsuya Yamada, 2010. "Accelerated Investment and Credit Risk under a Low Interest Rate Environment: A Real Options Approach," IMES Discussion Paper Series 10-E-08, Institute for Monetary and Economic Studies, Bank of Japan.
- Ni, Jian & Chu, Lap Keung & Li, Qiang, 2017. "Capacity decisions with debt financing: The effects of agency problem," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1158-1169.
- Ilya A. Strebulaev, 2007.
"Do Tests of Capital Structure Theory Mean What They Say?,"
Journal of Finance, American Finance Association, vol. 62(4), pages 1747-1787, August.
- Ilya A. Strebulaev, 2004. "Do Tests of Capital Structure Theory Mean What They Say?," Econometric Society 2004 North American Summer Meetings 646, Econometric Society.
- Lambrecht, Bart M. & Myers, Stewart C., 2008. "Debt and managerial rents in a real-options model of the firm," Journal of Financial Economics, Elsevier, vol. 89(2), pages 209-231, August.
- Bart Lambrecht & Stewart C. Myers, 2005. "A Theory of Takeovers and Disinvestment," NBER Working Papers 11082, National Bureau of Economic Research, Inc.
- Nishihara, Michi & Shibata, Takashi, 2016.
"Asset sale, debt restructuring, and liquidation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 73-92.
- Michi NISHIHARA & Takashi SHIBATA, 2015. "Asset sale, debt restructuring, and liquidation," Discussion Papers in Economics and Business 15-22, Osaka University, Graduate School of Economics.
- Ericsson, Jan & Jacobs, Kris & Oviedo, Rodolfo, 2009.
"The Determinants of Credit Default Swap Premia,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(1), pages 109-132, February.
- Ericsson, Jan & Jacobs, Kris & Oviedo-Helfenberger, Rodolfo, 2004. "The Determinants of Credit Default Swap Premia," SIFR Research Report Series 32, Institute for Financial Research.
- Jan Ericsson & Kris Jacobs & Rodolfo A. Oviedo, 2004. "The Determinants of Credit Default Swap Premia," CIRANO Working Papers 2004s-55, CIRANO.
- Lambrecht, Bart & Perraudin, William, 1996. "Creditor races and contingent claims," European Economic Review, Elsevier, vol. 40(3-5), pages 897-907, April.
- Amira Annabi & Michèle Breton & Pascal François, 2010. "Resolution of Financial Distress under Chapter 11," Cahiers de recherche 1048, CIRPEE.
- Benjamin Yibin Zhang & Hao Zhou & Haibin Zhu, 2009.
"Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms,"
Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 5099-5131, December.
- Haibin Zhu & Benjamin Yibin Zhang & Hao Zhou, 2005. "Explaining credit default swap spreads with equity volatility and jump risks of individual firms," BIS Working Papers 181, Bank for International Settlements.
- Benjamin Y. Zhang & Hao Zhou & Haibin Zhu, 2005. "Explaining credit default swap spreads with the equity volatility and jump risks of individual firms," Finance and Economics Discussion Series 2005-63, Board of Governors of the Federal Reserve System (U.S.).
- Annabi, Amira & Breton, Michèle & François, Pascal, 2012. "Game theoretic analysis of negotiations under bankruptcy," European Journal of Operational Research, Elsevier, vol. 221(3), pages 603-613.
- Carey, Mark & Gordy, Michael B., 2021.
"The bank as Grim Reaper: Debt composition and bankruptcy thresholds,"
Journal of Financial Economics, Elsevier, vol. 142(3), pages 1092-1108.
- Mark S. Carey & Michael B. Gordy, 2016. "The Bank as Grim Reaper : Debt Composition and Bankruptcy Thresholds," Finance and Economics Discussion Series 2016-069, Board of Governors of the Federal Reserve System (U.S.).
- Decamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoit, 2004.
"The three pillars of Basel II: optimizing the mix,"
Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 132-155, April.
- Décamps, Jean-Paul & Rochet, Jean-Charles & Roger, Benoît, 2003. "The Three Pillars of Basel II, Optimizing the Mix," IDEI Working Papers 179, Institut d'Économie Industrielle (IDEI), Toulouse.
- Qi, Min & Zhang, Xiaofei & Zhao, Xinlei, 2014. "Unobserved systematic risk factor and default prediction," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 216-227.
- Antonio Trujillo-Ponce & Reyes Samaniego-Medina & Clara Cardone-Riportella, 2014.
"Examining what best explains corporate credit risk: accounting-based versus market-based models,"
Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(2), pages 253-276, April.
- Antonio Trujillo-Ponce & Reyes Samaniego-Medina & Clara Cardone-Riportella, 2012. "Examining what best explains corporate credit risk: accounting-based versus market-based models," Working Papers 12.03, Universidad Pablo de Olavide, Department of Financial Economics and Accounting (former Department of Business Administration).
- Kanak Patel & Ricardo Pereira, 2007. "Expected Default Probabilities in Structural Models: Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 107-133, January.
- Nan Chen & S. G. Kou, 2009. "Credit Spreads, Optimal Capital Structure, And Implied Volatility With Endogenous Default And Jump Risk," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 343-378, July.
- Marisa Cenci & Andrea Gheno, 2005. "Equity and debt valuation with default risk: a discrete structural model," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 875-881.
- Jing-Zhi Huang & Zhan Shi & Hao Zhou, 2020.
"Specification Analysis of Structural Credit Risk Models [Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy],"
Review of Finance, European Finance Association, vol. 24(1), pages 45-98.
- Jing-zhi Huang & Hao Zhou, 2008. "Specification analysis of structural credit risk models," Finance and Economics Discussion Series 2008-55, Board of Governors of the Federal Reserve System (U.S.).
- Moretto, Michele & Tamborini, Roberto, 2007. "Firm value, illiquidity risk and liquidity insurance," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 103-120, January.
- Egami, Masahiko, 2009. "A framework for the study of expansion options, loan commitments and agency costs," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 345-357, June.
- Dionne, Georges & Laajimi, Sadok, 2012.
"On the determinants of the implied default barrier,"
Journal of Empirical Finance, Elsevier, vol. 19(3), pages 395-408.
- Georges Dionne & Sadok Laajimi, 2009. "On the Determinants of the Implied Default Barrier," Cahiers de recherche 0914, CIRPEE.
- Dionne, Georges & Laajimi, Sadok, 2011. "On the determinants of the implied default barrier," Working Papers 09-2, HEC Montreal, Canada Research Chair in Risk Management.
- Anderson, Ronald W. & Nyborg, Kjell G., 2011.
"Financing and corporate growth under repeated moral hazard,"
Journal of Financial Intermediation, Elsevier, vol. 20(1), pages 1-24, January.
- Ron Anderson & Kjell G. Nyborg, 2001. "Financing and Corporate Growth under Repeated Moral Hazard," FMG Discussion Papers dp376, Financial Markets Group.
- Anderson, Ronald W. & Nyborg, Kjell G., 2001. "Financing and corporate growth under repeated moral hazard," LSE Research Online Documents on Economics 25050, London School of Economics and Political Science, LSE Library.
- Anderson, Ronald & Nyborg, Kjell, 2001. "Financing and Corporate Growth under Repeated Moral Hazard," CEPR Discussion Papers 2920, C.E.P.R. Discussion Papers.
- Batten, Jonathan & Hogan, Warren & In, Francis, 2002. "Valuing Credit Spreads on Quality Australian Dollar Eurobonds in a Multivariate EGARCH Framework," Australian Economic Papers, Wiley Blackwell, vol. 41(1), pages 115-128, March.
- Bruche, Max & Naqvi, Hassan, 2010. "A structural model of debt pricing with creditor-determined liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 951-967, May.
- Philipp J. Schonbucher, 1997. "Team Structure Modelling of Defaultable Bonds," FMG Discussion Papers dp272, Financial Markets Group.
- Reisz, Alexander S. & Perlich, Claudia, 2007. "A market-based framework for bankruptcy prediction," Journal of Financial Stability, Elsevier, vol. 3(2), pages 85-131, July.
- King, Tao-Hsien Dolly & Khang, Kenneth, 2005. "On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3141-3158, December.
- Nakashima, Kiyotaka & Saito, Makoto, 2009.
"Credit spreads on corporate bonds and the macroeconomy in Japan,"
Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 309-331, September.
- Kiyotaka Nakashima & Makoto Saito, 2009. "Credit Spreads on Corporate Bonds and the Macroeconomy in Japan," Global COE Hi-Stat Discussion Paper Series gd09-068, Institute of Economic Research, Hitotsubashi University.
- Nakashima, Kiyotaka & Saito, Makoto, 2009. "Credit Spreads on Corporate Bonds and the Macroeconomy in Japan," MPRA Paper 89089, University Library of Munich, Germany.
- Takashi Shibata & Michi Nishihara, 2019. "Credit Spread And Liquidation Value-Based Debt Financing Constraint," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-27, August.
- Saa-Requejo, Jesus & Santa-Clara, Pedro, 1997.
"Bond Pricing with Default Risk,"
University of California at Los Angeles, Anderson Graduate School of Management
qt3w71g2ch, Anderson Graduate School of Management, UCLA.
- Hsu, Jason C. & Saa-Requejo, Jesus & Santa-Clara, Pedro, 2003. "Bond Pricing with Default Risk," University of California at Los Angeles, Anderson Graduate School of Management qt5bb1j39q, Anderson Graduate School of Management, UCLA.
- Hwang, Young-Soon & Min, Hong-Ghi & McDonald, Judith A. & Kim, Hwagyun & Kim, Bong-Han, 2010. "Using the credit spread as an option-risk factor: Size and value effects in CAPM," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2995-3009, December.
- Perrakis, Stylianos & Zhong, Rui, 2015. "Credit spreads and state-dependent volatility: Theory and empirical evidence," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 215-231.
- Mr. Iryna V. Ivaschenko, 2003. "How Much Leverage is too Much, or Does Corporate Risk Determine the Severity of a Recession?," IMF Working Papers 2003/003, International Monetary Fund.
- Viral V. Acharya & Jennifer N. Carpenter, 2002.
"Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy,"
Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1355-1383.
- Acharya, Viral & Carpenter, Jennifer, 2002. "Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy," CEPR Discussion Papers 3328, C.E.P.R. Discussion Papers.
- Shih-Chuan Tsai, 2007. "Strategic debt service and investment decisions," Applied Economics, Taylor & Francis Journals, vol. 39(11), pages 1409-1424.
- Simon Cornée & David Masclet & Gervais Thenet, 2012.
"Credit Relationships: Evidence from Experiments with Real Bankers,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 957-980, August.
- Simon Corn√Âe & David Masclet & Gervais Thenet, 2012. "Credit Relationships: Evidence from Experiments with Real Bankers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 957-980, August.
- Simon Cornée & David Masclet & Gervais Thenet, 2012. "Credit Relationships: Evidence from Experiments with Real Bankers," Post-Print hal-02944446, HAL.
- Simon Cornée & David Masclet & Gervais Thenet, 2012. "Credit relationships: evidence from experiments with real bankers," Post-Print halshs-00738118, HAL.
- repec:zbw:bofrdp:2014_026 is not listed on IDEAS
- Tom Dahlstr–:m & Pierre Mella-Barral, 2003.
"Corporate Walkout Decisions and the Value of Default,"
Review of Finance, Springer, vol. 7(3), pages 325-360.
- Tom Dahlström & Pierre Mella-Barral, 2003. "Corporate Walkout Decisions and the Value of Default," Review of Finance, European Finance Association, vol. 7(3), pages 325-360.
- Pierre Mella-Barral & Tom Dahlström, 1999. "Corporate Walkout Decisions and the Value of Default," FMG Discussion Papers dp325, Financial Markets Group.
- Tom Dahlstrom & Pierre Mella-Barral, 2002. "Corporate Walkout Decisions and the Value of Default," Computing in Economics and Finance 2002 357, Society for Computational Economics.
- Nishihara, Michi & Shibata, Takashi & Zhang, Chuanqian, 2023.
"Corporate investment, financing, and exit model with an earnings-based borrowing constraint,"
International Review of Financial Analysis, Elsevier, vol. 85(C).
- Michi NISHIHARA & Takashi SHIBATA & Chuanqian ZHANG, 2021. "Corporate investment, financing, and exit model with an earnings-based borrowing constraint," Discussion Papers in Economics and Business 21-13, Osaka University, Graduate School of Economics.
- Nishihara, Michi & Shibata, Takashi, 2018.
"Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders,"
Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 118-137.
- Michi Nishihara & Takashi Shibata, 2017. "Dynamic bankruptcy procedure with asymmetric information between insiders and outsiders," Discussion Papers in Economics and Business 17-18, Osaka University, Graduate School of Economics.
- Havran, Dániel, 2011. "A vállalati likviditáskezelés szerepe eszközfedezettel rendelkező hitelszerződésekben. Az alkun alapuló megközelítés eredményei [The role of corporate liquidity management under secured debt financ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 633-652.
- Moyen, Nathalie, 2007. "How big is the debt overhang problem?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 433-472, February.
- Zhang, Andrew Jianzhong, 2012. "Distress risk premia in expected stock and bond returns," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 225-238.
- Acharya, Viral & Bharath, Sreedhar T & Srinivasan, Anand, 2003. "Understanding the Recovery Rates on Defaulted Securities," CEPR Discussion Papers 4098, C.E.P.R. Discussion Papers.
- Hans K. Hvide & Tore Leite, 2003.
"A Theory of Capital Structure with Strategic Defaults and Priority Violations,"
Finance
0311003, University Library of Munich, Germany.
- Hans K. Hvide & Todd Kaplan, 2003. "A Theory of Capital Structure with Strategic Defaults and Priority Violations," Microeconomics 0311001, University Library of Munich, Germany.
- Moraux, Franck & Silaghi, Florina, 2014.
"Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds,"
Journal of Corporate Finance, Elsevier, vol. 27(C), pages 269-295.
- Franck Moraux & Florina Silaghi, 2014. "Inside debt renegotiation: Optimal debt reduction, timing, and the number of rounds," Post-Print halshs-01024229, HAL.
- François, Pascal & Naqvi, Hassan, 2023. "Secured and unsecured debt in creditor-friendly bankruptcy," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Linda Allen & Anthony Saunders, 2004. "Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(2), pages 161-191, October.
- repec:dau:papers:123456789/2191 is not listed on IDEAS
- Anderson, Ronald W. & Sundaresan, Suresh & Tychon, Pierre, 1996. "Strategic analysis of contingent claims," European Economic Review, Elsevier, vol. 40(3-5), pages 871-881, April.
- Nishihara, Michi & Shibata, Takashi, 2021. "Optimal capital structure and simultaneous bankruptcy of firms in corporate networks," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Amira Annabi & Michèle Breton & Pascal François, 2011. "Game Theoretic Analysis of Negotiations under Bankruptcy," Cahiers de recherche 1113, CIRPEE.
- Ericsson, Jan & Reneby, Joel, 2003. "Valuing Corporate Liabilities," SIFR Research Report Series 15, Institute for Financial Research.
- Frantz, Pascal & Instefjord, Norvald, 2019. "Debt overhang and non-distressed debt restructuring," LSE Research Online Documents on Economics 90212, London School of Economics and Political Science, LSE Library.
- Anderson, Ronald & Sundaresan, Suresh, 2000. "A comparative study of structural models of corporate bond yields: An exploratory investigation," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 255-269, January.
- 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), vol. 29(2), pages 363-378, October.
- Acharya, Viral & Sundaram, Rangarajan K & Huang, Jing-Zhi & Subrahmanyam, Marti, 2002. "When Does Strategic Debt Service Matter?," CEPR Discussion Papers 3566, C.E.P.R. Discussion Papers.
- Rossella Agliardi, 2011. "A comprehensive structural model for defaultable fixed-income bonds," Quantitative Finance, Taylor & Francis Journals, vol. 11(5), pages 749-762.
- Shibata, Takashi & Nishihara, Michi, 2018. "Investment timing, reversibility, and financing constraints," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 771-796.
- Decamps, Jean-Paul & Faure-Grimaud, Antoine, 2002.
"Excessive continuation and dynamic agency costs of debt,"
European Economic Review, Elsevier, vol. 46(9), pages 1623-1644, October.
- Decamps, J.-P. & Faure-Grimaud, A., 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," Papers 00-533, Toulouse - GREMAQ.
- Décamps, Jean-Paul & Faure-Grimaud, Antoine, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," IDEI Working Papers 99, Institut d'Économie Industrielle (IDEI), Toulouse.
- Faure-Grimaud, Antoine & Décamps, Jean Paul, 2000. "Excessive continuation and Dynamic Agency Costs of Debt," CEPR Discussion Papers 2504, C.E.P.R. Discussion Papers.
- Jean-Paul Décamps, 2000. "Excessive Continuation and Dynamic Agency Costs of Debt," FMG Discussion Papers dp348, Financial Markets Group.
- Takashi Shibata & Tetsuya Yamada, 2009.
"Dynamic Model of Credit Risk in Relationship Lending: A Game- Theoretic Real Options Approach,"
Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 195-218, November.
- Takashi Shibata & Tetsuya Yamada, 2009. "Dynamic Model of Credit Risk in Relationship Lending: A Game- theoretic Real Options Approach," IMES Discussion Paper Series 09-E-07, Institute for Monetary and Economic Studies, Bank of Japan.
- David, Alexander, 2001. "Pricing the strategic value of putable securities in liquidity crises," Journal of Financial Economics, Elsevier, vol. 59(1), pages 63-99, January.
- Zhiguo He & Konstantin Milbradt, 2016.
"Dynamic Debt Maturity,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(10), pages 2677-2736.
- Zhiguo He & Konstantin Milbradt, 2016. "Dynamic Debt Maturity," NBER Working Papers 21919, National Bureau of Economic Research, Inc.
- Hans Hvide & Tore Leite, 2010.
"Optimal debt contracts under costly enforcement,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(1), pages 149-165, July.
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