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Our data says that the document:

Jennifer, Carpenter ; Jennifer, Carpenter ; Viral, Acharya. (2002) Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy.
In: CEPR Discussion Papers. RePEc:cpr:ceprdp:3328.

Full description at Econpapers

cites:

Nielsen, Lars T., Jesus Sa´a-Requejo, and Pedro Santa-Clara, 1993, Default risk and interest rate risk: The term structure of default spreads, working paper, INSEAD.

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