1. Legal Weakness, Investment Risks, and Distressed Acquisitions: Evidence from Russian Regions. (2024). Iwasaki, Ichiro ; Adachi, Yuko.
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2. The impact of compliance, board committees and insider CEOs on firm survival during crisis. (2024). Ullah, Subhan ; Ahmad, Sardar ; Brahma, Sanjukta ; Akbar, Saeed ; Kodwani, Devendra.
   In: International Review of Financial Analysis.
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3. Legal Weakness, Investment Risks, and Distressed Acquisitions: Evidence from Russian Regions. (2022). Iwasaki, Ichiro ; Adachi, Yuko.
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4. Distressed Acquisitions Evidence from European Emerging Markets. (2021). Shida, Yoshisada ; Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even.
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5. Distressed acquisitions: Evidence from European emerging markets. (2021). Shida, Yoshisada ; Kočenda, Evžen ; Iwasaki, Ichiro ; Koenda, Even.
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   RePEc:eee:jcecon:v:49:y:2021:i:4:p:962-990.

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6. Distressed Acquisitions: Evidence from European Emerging Markets. (2021). Shida, Yoshisada ; Kočenda, Evžen ; Iwasaki, Ichiro.
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7. Distressed Acquisitions Evidence from European Emerging Markets. (2020). Shida, Yoshisada ; Kočenda, Evžen ; Iwasaki, Ichiro.
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8. A complicated relationship: Family involvement in the top management team and post-IPO survival. (2017). Vigano, Riccardo ; Romano, Mauro ; Mussolino, Donata ; Cirillo, Alessandro.
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9. No news is not good news: evidence from the intra-day return volatility–volume relationship in Shanghai Stock Exchange. (2013). Xu, Min ; Li, Guangchuan ; Tian, Gary ; Krishnamurti, Chandrasekhar.
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10. Institutions, ownership structures, and distress resolution in China. (2013). zhu, ning ; Huang, Jun ; Fan, Joseph P. H., .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:23:y:2013:i:c:p:71-87.

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11. Why do spanish firms rarely use the bankruptcy system? The role of the mortgage institution. (2012). Mora-Sanguinetti, Juan ; Garcia-Posada, Miguel.
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    RePEc:bde:wpaper:1234.

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1. Default probability estimation in small samples - with an application to sovereign bonds. (2011). Orth, Walter .
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2. The influence of sponsor, servicer, and underwriter characteristics on RMBS performance. (2011). Hommel, Ulrich ; Reichert, Julia ; Guettler, Andre.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:25:y:2011:i:3:p:281-311.

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3. A Non-parametric Approach to Incorporating Incomplete Workouts Into Loss Given Default Estimates. (2010). Rapisarda, Grazia ; Echeverry, David.
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4. Bank loan recovery rates: Measuring and nonparametric density estimation. (2010). Zenga, Michele ; Calabrese, Raffaella.
   In: Journal of Banking & Finance.
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5. The development of a simple and intuitive rating system under Solvency II. (2010). van Laere, Elisabeth ; Baesens, Bart.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:46:y:2010:i:3:p:500-510.

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6. Ratings as Measure of Financial Risk: Evolution, Function and Usage. (2009). Peresetsky, Anatoly ; Karminsky, Alexandr.
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2009:i:1-2:p:86-102.

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7. The Opportunity Cost of Capital of US Buyouts. (2008). Gottschalg, Oliver ; Groh, Alexander Peter.
   In: NBER Working Papers.
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8. Bank loan-loss provisioning, central bank rules vs. estimation: The case of Portugal. (2008). Dermine, jean ; de Carvalho, Neto C..
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:4:y:2008:i:1:p:1-22.

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9. Modeling exposure to losses on automobile leases. (2007). Smith, L. ; Jin, Baiqiang.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:29:y:2007:i:3:p:241-266.

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10. Who survives? A cross-country comparison. (2007). Klapper, Leora ; Dahiya, Sandeep.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:3:y:2007:i:3:p:261-278.

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11. Determinantes de la Probabilidad de Incumplimiento de las Empresas Colombianas. (2007). Nancy Eugenia Zamudio Gomez, .
    In: Borradores de Economia.
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12. Determinantes de la Probabilidad de Incumplimiento de las Empresas Colombianas. (2007). Nancy Eugenia Zamudio Gomez, .
    In: Borradores de Economia.
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13. Default Rates in the Loan Market for SMEs: Evidence from Slovakia. (2006). Hainz, Christa ; Fidrmuc, Jarko ; Malesich, Anton.
    In: William Davidson Institute Working Papers Series.
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14. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). Lucas, Andre ; Koopman, Siem Jan ; Daniels, Robert ; André Lucas, .
    In: Tinbergen Institute Discussion Papers.
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15. A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk. (2005). .
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16. Asset return correlation in Basel II: implications for credit risk management. (2004). Laurent, Marie-Paule .
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17. Credit risk in the leasing industry. (2004). Schmit, Mathias.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:4:p:811-833.

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18. On the consistency of ratings and bond market yields. (2004). Perraudin, William ; Taylor, Alex P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:11:p:2769-2788.

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19. Is Automotive Leasing a Risky Business?. (2003). Schmit, Mathias.
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20. Asset return correlation: The case of automotive lease portfolios.. (2003). Schmit, Mathias ; Duchemin, Stephanie ; Laurent, Marie-Paule .
    In: Working Papers CEB.
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21. The value of private sector business credit information sharing: The US case. (2003). Udell, Gregory ; Kallberg, Jarl G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:3:p:449-469.

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22. Bond underwriting by banks and conflicts of interest: Evidence from Japan during the pre-war period. (2002). Konishi, Masaru.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:4:p:767-793.

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23. Implications of Correlated Default For Portfolio Allocation To Corporate Bonds. (2002). Bhansali, Vineer ; Wise, Mark B..
    In: Papers.
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24. Portfolio Allocation to Corporate Bonds with Correlated Defaults. (2002). Bhansali, Vineer ; Wise, Mark B..
    In: Papers.
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25. LONG-RUN PERFORMANCE OF STOCK RETURNS FOLLOWING JUNK BOND OFFERINGS. (2001). AUGUSTO CASTILLO R., .
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26. Off-Balance-Sheet Corporate Finance with Synthetic Leases: Shortcomings and How to Avoid Them with Synthetic Debt. (2001). Graff, Richard A..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:22:n:1/2:2001:p:213-242.

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27. An analysis and critique of the BIS proposal on capital adequacy and ratings. (2001). Altman, Edward ; Saunders, Anthony.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:1:p:25-46.

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28. The term structure of credit spreads with jump risk. (2001). ZHOU, CHUNSHENG.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:11:p:2015-2040.

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29. The Components of Corporate Credit Spreads: Default, Recovery, Tax, Jumps, Liquidity, and Market Factors. (2001). Geske, Robert ; Delianedis, Gordon .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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30. Number of bank relationships: An indicator of competition, borrower quality, or just size?. (2000). Weber, Martin ; Machauer, Achim .
    In: CFS Working Paper Series.
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31. Credit agency regulation and the impact of credit ratings in the international bond market. (2000). David Brookfield, Phillip Ormrod, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:4:p:311-331.

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32. An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings. (2000). Altman, Edward ; Saunders, Anthony.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-084.

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33. Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998. (2000). Altman, Edward ; Beltran, Luis.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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34. The intersection of market and credit risk. (2000). Jarrow, Robert ; Turnbull, Stuart M..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:271-299.

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35. Default rates in the syndicated bank loan market: A mortality analysis. (2000). Altman, Edward ; Suggitt, Heather J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:229-253.

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36. Explaining the Rate Spread on Corporate Bonds. (1999). Gruber, Martin J. ; Elton, Edward J. ; Agrawal, Deepak ; Mann, Christopher.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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37. Does a Reorganization Law Improve the Efficiency of the Insolvency Law? The Finnish Experience. (1998). .
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    RePEc:kap:ejlwec:v:6:y:1998:i:2:p:177-198.

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38. The importance and subtlety of credit rating migration. (1998). Altman, Edward.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1231-1247.

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39. A jump-diffusion approach to modeling credit risk and valuing defaultable securities. (1997). ZHOU, CHUNSHENG.
    In: Finance and Economics Discussion Series.
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40. Credit risk measurement: Developments over the last 20 years. (1997). Altman, Edward ; Saunders, Anthony.
    In: Journal of Banking & Finance.
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41. Differences of opinion and selection bias in the credit rating industry. (1997). Packer, Frank ; Cantor, Richard.
    In: Journal of Banking & Finance.
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42. Corporate Bond and Commercial Loan Portfolio Analysis. (1996). Altman, Edward.
    In: Center for Financial Institutions Working Papers.
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43. Pricing Black-Scholes options with correlated credit risk. (1996). Klein, Peter.
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44. On measuring credit risks of derivative instruments. (1996). Duffee, Greg.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:5:p:805-833.

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45. Risk aversion and the yield of corporate debt. (1996). Wu, Chunchi ; Yu, Chih-Hsien.
    In: Journal of Banking & Finance.
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46. Forecasting losses on a liquidating long-term loan portfolio. (1995). LAWRENCE, EDWARD C. ; Smith, Douglas L..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:6:p:959-985.

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47. The impact of default risk on the prices of options and other derivative securities. (1995). White, Alan ; Hull, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:2:p:299-322.

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48. When AAA Means B: The State of Credit Rating in India. (1993). Varma, Jayanth.
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49. Default Risk and Required Return in the Commercial Mortgage Market. (1992). Graff, Richard A. ; Tung, John.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:7:n:1:1992:p:13-32.

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50. How Risky is the Debt in Highly Leveraged Transactions? Evidence from Public Recapitalizations. (1990). Stein, Jeremy ; Kaplan, Steven.
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