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2. Credit default swap spreads and annual report readability. (2018). Hu, Nan ; Zhu, LU ; Liu, Ling.
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1. A Pure Test for the Elasticity of Yield Spreads. (2007). Batten, Jonathan ; Jacoby, Gady ; Liao, Chuan.
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2. Pricing defaultable bonds: a middle-way approach between structural and reduced-form models. (2006). Cathcart, Lara ; El-Jahel, Lina.
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3. Credit spreads: theory and evidence about the information content of stocks, bonds and cdss. (2006). Forte, Santiago ; Pena, Juan Ignacio.
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4. Estimating Structural Models of Corporate Bond Prices. (2006). Bruche, Max.
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5. Credit Risk Models IV: Understanding and Pricing CDOs. (2006). Elizalde, Abel.
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6. Credit Risk Models I: Default Correlation in Intensity Models. (2006). Elizalde, Abel.
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7. Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol. (2006). Preixens, Teresa ; Carmen Badia, Merche Galisteo, .
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8. An empirical analysis of structural models of corporate debt pricing. (2005). Teixeira, Joao.
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9. Optimal Capital Structure and the Term Structure of Interest Rates. (2005). Wang, Xin ; Downing, Chris .
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10. Property Rights, Risk and Leverage. (2005). Graff, Richard A. ; Kairys, Jr., Joseph P., .
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11. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, Mohammad ; Treutler, Bjorn-Jakob .
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12. Firm Heterogeneity and Credit Risk Diversification. (2005). Schuermann, Til ; Pesaran, Mohammad ; Hanson, Samuel.
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13. Capital Structure, Credit Risk, and Macroeconomic Conditions. (2005). Miao, Jianjun ; Hackbarth, Dirk ; Morellec, Erwan.
    In: Boston University - Department of Economics - Macroeconomics Working Papers Series.
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14. Decomposing credit spreads. (2005). Churm, Rohan ; Panigirtzoglou, Nikolaos.
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15. Forecasting Credit Portfolio Risk. (2004). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred.
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16. STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn.
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17. Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala .
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18. The Valuation of Corporate Debt with Default Risk. (2004). Naqvi, Hassan.
    In: Finance.
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19. Bank Stability and Market Discipline: Debt-for-Equity Swap versus Subordinated Notes. (2004). Raviv, Alon.
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20. Rebalancing the three pillars of Basel II. (2004). Rochet, Jean.
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21. Market indicators, bank fragility, and indirect market discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Vesala, Jukka.
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22. Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002. (2004). Andritzky, Jochen.
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23. Capital structure: optimal leverage and maturity choice in a dynamic model. (2004). Forte, Santiago.
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24. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps. (2004). Marsh, Ian ; Blanco, Roberto.
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25. Credit Risk Factor Modeling and the Basel II IRB Approach. (2003). Liebig, Thilo ; Rosch, Daniel ; Hamerle, Alfred.
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26. Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach. (2003). Chen, Li.
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27. Liquidation Triggers and the Valuation of Equity and Debt. (2003). Wiener, Zvi ; Raviv, Alon.
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28. Valuing Corporate Liabilities. (2003). Ericsson, Jan ; Reneby, Joel.
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29. Debt refinancing and credit risk. (2003). Forte, Santiago ; Pea, Ignacio J..
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30. Credit Risk and Dynamic Capital Structure Choice. (2003). Zechner, Josef ; Dangl, Thomas.
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31. A Merton-model approach to assessing the default risk of UK public companies. (2003). Young, Garry ; Tudela, Merxe.
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32. Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects. (2002). Weisbach, Michael ; Parrino, Robert ; Poteshman, Allen M..
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33. Stock Options as Barrier Contingent Claims. (2002). Ericsson, Jan ; Reneby, Joel.
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34. Insolvency or liquidity squeeze? Explaining very short-term corporate yield spreads. (2002). COVITZ, DAN ; Downing, Chris .
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35. Equity and bond market signals as leading indicators of bank fragility. (2002). Vulpes, Giuseppe ; Gropp, Reint ; Vesala, Jukka.
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36. Repeated dilution of diffusely held debt. (2002). Mella-Barral, Pierre ; Hege, Ulrich.
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37. Pricing Credit Derivatives with Rating Transitions. (2002). Das, Sanjiv ; Acharya, Viral ; Sundaram, Rangarajan K.
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38. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy. (2002). Carpenter, Jennifer ; Acharya, Viral.
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39. Intermediation, Standardization and Learning in Financial Markets: Some Evidence and Implications. (2001). Riddiough, Timothy.
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40. Pricing the Risk of Recovery in Default with APR Violation. (2001). Unal, Haluk ; Guntay, Levent ; Madan, Dilip.
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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. Market discipline and subordinated debt: a review of some salient issues. (2001). Bliss, Robert R..
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43. Collateral, Renegotiation And The Value Of Diffusely Held Debt. (2000). Mella-Barral, Pierre ; Hege, Ulrich.
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44. The pricing of risky coupon bonds. (1999). Lilly Choong, George McKenzie, .
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45. Numerical analysis of strategic contingent claims models. (1997). Anderson, Ronald W. ; Tu, Cheng.
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46. Financial Pricing of Insurance in the Multiple Line Insurance Company. (1996). Phillips, Richard ; Cummins, John ; Allen, Franklin.
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47. Pricing the Risks of Default. (1996). Unal, Haluk ; Madan, Dilip.
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48. Convertible bonds in Spain: A different security. (1996). Fernandez, Pablo.
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49. Default risk in asset pricing. (1996). Mella-Barral, Pierre ; Tychon, Pierre ; Mella-Baral, Pierre.
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50. About Debt and the Option to Extend Debt Maturity. (). Realdon, Marco.
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