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1. Deriving the term structure of banking crisis risk with a compound option approach: The case of Kazakhstan. (2010). Eichler, Stefan ; Maltritz, Dominik ; Karmann, Alexander.
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2. Bailouts, the Incentive to Manage Risk, and Financial Crises. (2009). Panageas, Stavros.
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3. Cash Holdings and Credit Risk. (2009). Strebulaev, Ilya ; Acharya, Viral ; Davydenko, Sergei A..
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4. Financial intermediary leverage and value at risk. (2008). Shin, Hyun Song ; Adrian, Tobias.
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5. Specification analysis of structural credit risk models. (2008). Zhou, Hao ; Huang, Jingzhi.
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6. Default-risky bond prices with jumps, liquidity risk and incomplete information. (2007). Valchev, Stoyan ; Jeanblanc, Monique.
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7. The valuation of a firm’s investment opportunities: a reduced form credit risk perspective. (2007). Purnanandam, Amiyatosh ; Jarrow, Robert.
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8. Expected Default Probabilities in Structural Models: Empirical Evidence. (2007). Pereira, Ricardo ; Patel, Kanak.
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9. Switching to a poor business activity: optimal capital structure, agency costs and covenant rules. (2007). Décamps, Jean-Paul.
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10. A Pure Test for the Elasticity of Yield Spreads. (2007). Batten, Jonathan ; Jacoby, Gady ; Liao, Chuan.
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11. Liquidity and Capital Structure. (2007). Anderson, Ronald W ; Carverhill, Andrew.
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12. Optimal Debt Contracts under Costly Enforcement. (2007). Hvide, Hans ; Leite, Tore.
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13. Book Values and Market Values of Equity and Debt. (2006). Realdon, Marco.
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14. Macroeconomic Conditions, Firm Characteristics, and Credit Spreads. (2006). yan, hong ; Tang, Dragon.
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15. Credit Risk Models II: Structural Models. (2006). Elizalde, Abel.
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16. An empirical analysis of structural models of corporate debt pricing. (2005). Teixeira, Joao.
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17. A Theory of Takeovers and Disinvestment. (2005). MYERS, Stewart C. ; Lambrecht, Bart.
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18. Optimal contracts under imperfect enforcement revisited. (2005). Hvide, Hans.
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19. On the importance of systematic risk factors in explaining the cross-section of corporate bond yield spreads. (2005). King, Tao-Hsien Dolly ; Khang, Kenneth.
    In: Journal of Banking & Finance.
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20. Credit risk modeling with affine processes. (2005). Duffie, Darrell.
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21. A Model of Corporate Liquidity. (2005). Anderson, Ronald W ; Carverhill, Andrew.
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22. Capital Structure, Credit Risk, and Macroeconomic Conditions. (2005). Miao, Jianjun ; Hackbarth, Dirk ; Morellec, Erwan.
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23. Decomposing credit spreads. (2005). Churm, Rohan ; Panigirtzoglou, Nikolaos.
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24. Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach. (2004). Castillo, Augusto.
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25. The Determinants of Credit Default Swap Premia. (2004). Ericsson, Jan ; Oviedo-Helfenberger, Rodolfo ; Jacobs, Kris.
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26. Do Tests of Capital Structure Theory Mean What They Say?. (2004). Strebulaev, Ilya.
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27. Capital structure: optimal leverage and maturity choice in a dynamic model. (2004). Forte, Santiago.
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28. The Determinants of Credit Default Swap Premia. (2004). Ericsson, Jan ; Oviedo, Rodolfo A. ; Jacobs, Kris.
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29. Formal Bankruptcy: Strategic Debt Service with Senior and Junior Creditors. (2004). Breccia, Adriana.
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30. A Theory of Capital Structure with Strategic Defaults and Priority Violations. (2003). Hvide, Hans ; Kaplan, Todd.
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31. Liquidation Triggers and the Valuation of Equity and Debt. (2003). Wiener, Zvi ; Raviv, Alon.
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32. Credit Risk and Dynamic Capital Structure Choice. (2003). Zechner, Josef ; Dangl, Thomas.
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33. Understanding the Recovery Rates on Defaulted Securities. (2003). Acharya, Viral ; Bharath, Sreedhar T ; Srinivasan, Anand.
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34. Valuation of Defaultable Bonds and Debt Restructuring. (2003). Dumitrescu, Ariadna.
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35. The Valuation of Corporate Liabilities: Theory and Tests. (2002). Ericsson, Jan ; Reneby, Joel.
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36. A Note on Contingent Claims Pricing with Non-Traded Assets. (2002). Ericsson, Jan ; Reneby, Joel.
    In: SSE/EFI Working Paper Series in Economics and Finance.
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37. Equity and bond market signals as leading indicators of bank fragility. (2002). Vulpes, Giuseppe ; Gropp, Reint ; Vesala, Jukka.
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38. Repeated dilution of diffusely held debt. (2002). Mella-Barral, Pierre ; Hege, Ulrich.
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39. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy. (2002). Carpenter, Jennifer ; Acharya, Viral.
    In: CEPR Discussion Papers.
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40. Understanding the Economic Value of Legal Covenants in Investment Contracts: A Real-Options Approach to Venture Equity Contracts. (2002). Saliasi, Entela ; Cossin, Didier ; Leleux, Benoit.
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41. An Analysis of Subordinated Debt in Banking: The Case of Costly Bankruptcy. (2001). Nivorozhkin, Eugene.
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42. Collateral, Renegotiation And The Value Of Diffusely Held Debt. (2000). Mella-Barral, Pierre ; Hege, Ulrich.
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43. Coordination Risk and the Price of Debt. (1999). Shin, Hyun Song ; Morris, Stephen.
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44. The Cash Flow Model with Float: A New Approach to Deal with Valuation and Agency Problems.. (1999). Apreda, Rodolfo.
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45. Agency Costs, Risk Management, and Capital Structure.. (1998). Leland, Hayne.
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46. A framework for valuing corporate securities. (1998). Ericsson, Jan.
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47. Numerical analysis of strategic contingent claims models. (1997). Anderson, Ronald W. ; Tu, Cheng.
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48. Default risk in asset pricing. (1996). Mella-Barral, Pierre ; Tychon, Pierre ; Mella-Baral, Pierre.
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49. About Debt and the Option to Extend Debt Maturity. (). Realdon, Marco.
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50. Convertible Subordinated Debt Valuation and Conversion in Distress. (). Realdon, Marco.
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