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2. Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models. (2021). Sabkha, Saker.
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3. Common Factors in the Term Structure of Credit Spreads and Predicting the Macroeconomy in Japan. (2021). Kobayashi, Takeshi.
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   RePEc:gam:jijfss:v:9:y:2021:i:2:p:23-:d:540357.

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4. Yield spread determinants of sukuk and conventional bonds. (2021). Tsionas, Mike ; Saeed, Momna ; Izzeldin, Marwan ; Elnahass, Marwa.
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5. Forecasting sovereign CDS volatility: A comparison of univariate GARCH-class models. (2018). de Peretti, Christian ; Sabkha, Saker ; Hmaied, Dorra.
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6. On the predictability of emerging market sovereign credit spreads. (2018). Fuertes, Ana-Maria ; Audzeyeva, Alena.
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7. Dynamic credit default swaps curves in a network topology. (2016). Härdle, Wolfgang ; Chen, Cathy Yi-Hsuan ; Xu, Xiu ; Hardle, Wolfgang Karl.
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8. Dynamic credit default swaps curves in a network topology. (2016). Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang K ; Chen, Cathy Yi-Hsuan.
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9. The forecasting efficiency of the dynamic Nelson Siegel model on credit default swaps. (2014). Shaw, Frances ; Murphy, Finbarr ; Obrien, Fergal.
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10. Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna.
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11. Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads. (2013). Perez, M. Fabricio ; Nayak, Subhankar ; Kalimipalli, Madhu.
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1. Analyzing interactive call, default, and conversion policies for corporate bonds. (2022). Dai, Tianshyr ; Liu, Liangchih ; Zhou, Lei ; Chang, Haohan.
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2. Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Jong-Min ; Jung, Hojin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310.

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3. 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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4. Modeling non-normal corporate bond yield spreads by copula. (2020). Kim, Jong-Min ; Jung, Hojin.
   In: The North American Journal of Economics and Finance.
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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.
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   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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10. Sovereign risk and its changing effects on bond duration during financial crisis. (2014). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
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11. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jaewon ; Whitelaw, Robert F. ; Richardson, Matthew P..
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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..
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13. Adjusted Moneys Worth Ratios in Life Annuities. (2013). Walker, Eduardo ; Casassus, Jaime.
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14. How do bond investors perceive dividend payouts?. (2013). Nejadmalayeri, Ali ; Jiraporn, Pornsit ; Singh, Manohar ; Mathur, Ike.
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15. Sarbanes-Oxley Act and corporate credit spreads. (2013). Rao, Ramesh ; Nejadmalayeri, Ali ; Nishikawa, Takeshi.
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16. The issuance of callable bonds under information asymmetry. (2013). Choi, Seungmook ; Jung, Mookwon ; Jameson, Mel.
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17. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
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18. 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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21. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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27. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Liu, Sheen ; Wu, Chunchi.
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36. What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions. (2008). Tsyplakov, Sergey ; Powers, Eric.
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37. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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38. Mortgage Timing. (2007). Van Nieuwerburgh, Stijn ; koijen, ralph ; Ralph S. J Koijen, ; van Hemert, Otto .
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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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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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