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1. Equilibrium Theory of Banks Capital Structure. (2017). Gottardi, Piero ; Gale, Douglas.
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2. Credit, Vacancies and Unemployment Fluctuations. (2014). Petrosky-Nadeau, Nicolas.
   In: Review of Economic Dynamics.
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3. Default prediction with dynamic sectoral and macroeconomic frailties. (2014). Chen, Peimin ; Wu, Chunchi.
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4. Ultimate recovery mixtures. (2014). Altman, Edward ; Kalotay, Egon A..
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:40:y:2014:i:c:p:116-129.

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5. Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models. (2014). Kim, Soo Y. ; Upneja, Arun .
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   RePEc:eee:ecmode:v:36:y:2014:i:c:p:354-362.

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6. Distressed Acquisitions. (2014). Servaes, Henri ; Meier, Jean-Marie.
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7. Credit Contagion in Financial Markets: A Network-Based Approach. (2013). Steinbacher, Mitja.
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8. Creditor recovery: the macroeconomic dependence of industry equilibrium. (2013). Mora, Nada.
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9. Estimating Default and Recovery Rate Correlations. (2013). Witzany, Jiří.
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10. Growth options, macroeconomic conditions, and the cross section of credit risk. (2013). Wagner, Alexander ; Arnold, Marc ; Westermann, Ramona.
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11. Improvements in loss given default forecasts for bank loans. (2013). Hibbeln, Martin ; Gurtler, Marc.
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    RePEc:eee:jbfina:v:37:y:2013:i:7:p:2354-2366.

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12. Effects of debt collection practices on loss given default. (2013). Jang, Youngmin ; Han, Chulwoo.
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    RePEc:eee:jbfina:v:37:y:2013:i:1:p:21-31.

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13. Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk. (2012). Alvarez, Susana ; Baixauli, J..
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14. Fire sales and the financial accelerator. (2012). Cook, David ; Choi, Woon Gyu.
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15. Options-based structural model estimation of bond recovery rates. (2012). Cangemi, Robert R. ; Pagano, Michael S. ; Mason, Joseph R..
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16. Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?. (2012). Chang, Yuanchen ; Liu, Wenchien ; Miu, Peter ; Ozdemir, Bogie.
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17. The seeds of a crisis: A theory of bank liquidity and risk taking over the business cycle. (2012). Naqvi, Hassan ; Acharya, Viral.
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18. Competition and the cost of debt. (2012). Valta, Philip.
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    RePEc:eee:jfinec:v:105:y:2012:i:3:p:661-682.

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19. What happens after corporate default? Stylized facts on access to credit. (2012). Richmond, Christine ; Dias, Daniel ; Bonfim, Diana.
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    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2007-2025.

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20. The determinants of bank loan recovery rates. (2012). Khieu, Hinh D. ; Yi, Ha-Chin ; Mullineaux, Donald J..
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21. Duration of sovereign debt renegotiation. (2012). Zhang, Jing ; Bai, Yan.
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22. Pitfalls in modeling loss given default of bank loans. (2011). Hibbeln, Martin ; Gurtler, Marc.
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23. Securitization Rating Performance and Agency Incentives. (2011). Scheule, Harald ; Roesch, Daniel.
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24. Cross-country variations in capital structures: The role of bankruptcy codes. (2011). John, Kose ; Acharya, Viral ; Sundaram, Rangarajan K..
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25. Creditor rights and corporate risk-taking. (2011). Amihud, Yakov ; Acharya, Viral ; Litov, Lubomir.
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26. The implications of dynamic financial frictions for DSGE models. (2011). Aysun, Uluc.
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27. An option theoretic model for ultimate loss-given-default with systematic recovery risk and stochastic returns on defaulted debt. (2011). Jacobs, Jr Michael.
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28. Financial Frictions and Monetary Transmission Strength: A Cross-Country Analysis. (2010). Honig, Adam ; Brady, Ryan ; Aysun, Uluc.
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29. Bankruptcy and the Collateral Channel. (2010). Benmelech, Efraim ; Bergman, Nittai K..
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30. Recovery Determinants of Distressed Banks: Regulators, Market Discipline, or the Environment?. (2010). Poghosyan, Tigran ; Koetter, Michael ; Kick, Thomas.
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31. Recovery rates, default probabilities, and the credit cycle. (2010). González-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos .
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32. Market conditions, default risk and credit spreads. (2010). yan, hong ; Tang, Dragon Yongjun.
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33. The Role of Market-Implied Severity Modeling for Credit VaR. (2010). Alvarez, Susana ; Baixauli, Samuel J..
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34. Crisis Resolution and Bank Liquidity. (2009). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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35. The Empirical Relation between Credit Quality, Recovery and Correlation. (2009). Scheule, Harald ; Rosch, Daniel.
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36. Recovery rates of commercial lending: Empirical evidence for German companies. (2009). Weber, Martin ; Grunert, Jens.
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37. Bidding strategies and takeover premiums: A review. (2009). Eckbo, Bjorn.
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38. Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?. (2009). Saurina, Jesús ; Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel.
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39. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
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40. Credit Risk Management. (2008). Fantazzini, Dean.
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41. Measuring bank capital requirements through Dynamic Factor analysis. (2008). cipollini, andrea ; Missaglia, Giuseppe.
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42. Securitization of mezzanine capital in Germany. (2008). Franke, Günter ; Hein, Julia.
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43. Automatic bankruptcy auctions and fire-sales. (2008). Thorburn, Karin ; Eckbo, Bjorn.
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44. Bank commercial loan fair value practices. (2007). Moise, Michael ; Tschirhart, John ; O'Brien, James ; Yang, Emily.
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45. Asset liquidity, debt valuation and credit risk. (2007). Cohen-Cole, Ethan.
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46. Acquisition Values and Optimal Financial (In)Flexibility. (2007). Hege, Ulrich ; Hennessy, Christopher.
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47. Fire-sale FDI. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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48. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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49. Cash-in-the-market pricing and optimal resolution of bank failures. (2007). Yorulmazer, Tanju ; Acharya, Viral.
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50. Recovery Rates, Default Probabilities and the Credit Cycle. (2006). Bruche, Max ; Gonzalezaguado, Carlos .
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