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1. Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Jong-Min ; Jung, Hojin.
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   RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310.

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2. Structural recovery of face value at default. (2020). Guha, Rajiv ; Tarelli, Andrea ; Sbuelz, Alessandro.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:283:y:2020:i:3:p:1148-1171.

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3. Modeling non-normal corporate bond yield spreads by copula. (2020). Kim, Jong-Min ; Jung, Hojin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078.

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4. Cash flow volatility and corporate bond yield spreads. (2016). Vetzal, Kenneth R ; Huang, Alan G.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0474-0.

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5. Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Dai, Tian-Shyr ; Liu, Liang-Chih ; Wang, Chuan-Ju.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:72:y:2016:i:c:p:151-174.

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6. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:35:y:2016:i:c:p:43-67.

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7. Prepayment risk on callable bonds: theory and test. (2015). Pardo, Sophie ; Franois, Pascal.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:38:y:2015:i:2:p:147-176.

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8. Understanding the term structure of credit default swap spreads. (2015). han, bing ; Zhou, YI.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:31:y:2015:i:c:p:18-35.

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9. Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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   RePEc:bgu:wpaper:1503.

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10. Sovereign risk and its changing effects on bond duration during financial crisis. (2014). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:22:p:1465-1477.

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11. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20187.

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12. The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables. (2014). Stock, Duane ; Kim, Dong H..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:26:y:2014:i:c:p:20-35.

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13. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Cremers, Heinz ; Odermann, Alexander .
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14. Adjusted Moneys Worth Ratios in Life Annuities. (2013). Walker, Eduardo ; Casassus, Jaime.
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    RePEc:ioe:doctra:434.

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15. How do bond investors perceive dividend payouts?. (2013). Nejadmalayeri, Ali ; Jiraporn, Pornsit ; Singh, Manohar ; Mathur, Ike.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:27:y:2013:i:1:p:92-105.

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16. Sarbanes-Oxley Act and corporate credit spreads. (2013). Rao, Ramesh ; Nejadmalayeri, Ali ; Nishikawa, Takeshi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2991-3006.

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17. The issuance of callable bonds under information asymmetry. (2013). Choi, Seungmook ; Jung, Mookwon ; Jameson, Mel.
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    RePEc:eee:empfin:v:21:y:2013:i:c:p:1-14.

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18. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
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    RePEc:eee:corfin:v:19:y:2013:i:c:p:78-94.

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19. Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Nawalkha, Sanjay ; Beliaeva, Natalia.
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20. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:395-408.

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21. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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    RePEc:bgu:wpaper:1202.

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22. A comprehensive structural model for defaultable fixed-income bonds. (2011). Agliardi, Rossella.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:5:p:749-762.

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23. American options and callable bonds under stochastic interest rates and endogenous bankruptcy. (2011). Nunes, Joo.
    In: Review of Derivatives Research.
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24. The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets. (2011). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:3:p:441-451.

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25. Anatomy of a ratings change. (2011). Marble, Hugh .
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26. Hysteresis effects under CIR interest rates. (2011). Shackleton, Mark ; Dias, Jose Carlos.
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27. Convertible Bonds: Risks and Optimal Strategies. (2010). Huang, Haishi.
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28. Predicting credit spreads. (2010). Thomson, James ; Ritchken, Peter H. ; Krishnan, C. N. V., .
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29. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Liu, Sheen ; Wu, Chunchi.
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    RePEc:eee:jfinec:v:95:y:2010:i:2:p:227-248.

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30. A simple model of deferred callability in defaultable debt. (2010). Persson, Svein-Arne ; Mjos, Aksel.
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31. Callable risky perpetual debt with protection period. (2010). Persson, Svein-Arne ; Mjos, Aksel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:207:y:2010:i:1:p:391-400.

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32. Underinvestment, capital structure and strategic debt restructuring. (2010). Pawlina, Grzegorz.
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33. Mortgage timing. (2009). Van Nieuwerburgh, Stijn ; koijen, ralph ; van Hemert, Otto ; Koijen, Ralph S. J., .
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34. The effects of default and call risk on bond duration. (2009). Xie, Yan Alice ; Liu, Sheen ; Wu, Chunchi ; Anderson, Bing.
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    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1700-1708.

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35. Systematic equity-based credit risk: A CEV model with jump to default. (2009). Polbennikov, Simon ; Campi, Luciano ; Sbuelz, Alessandro.
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36. Make-whole call provisions: A case of much ado about nothing?. (2008). Nayar, Nandkumar ; Stock, Duane.
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37. What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions. (2008). Tsyplakov, Sergey ; Powers, Eric.
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38. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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39. On forecasting the term structure of credit spreads. (2007). Thomson, James ; Ritchken, Peter H. ; C. N. V. Krishnan, .
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40. Bond durations: Corporates vs. Treasuries. (2007). Munk, Claus ; Kraft, Holger.
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41. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
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42. Credit Risk Models II: Structural Models. (2006). Elizalde, Abel.
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43. Assessing Credit with Equity: A CEV Model with Jump to Default. (2005). Polbennikov, Simon ; Campi, Luciano.
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44. Credit risk modeling with affine processes. (2005). Duffie, Darrell.
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45. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
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46. Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach. (2004). Castillo, Augusto.
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47. Effective duration of callable corporate bonds: Theory and evidence. (2004). Sarkar, Sudipto ; Hong, Gwangheon.
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48. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Guha, R ; Sbuelz, A.
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49. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Guha, R. ; Sbuelz, A..
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