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  3. Modeling non-normal corporate bond yield spreads by copula. (2020). Kim, Jong-Min ; Jung, Hojin.
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  4. Cash flow volatility and corporate bond yield spreads. (2016). Vetzal, Kenneth R ; Huang, Alan G.
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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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  6. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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  7. Prepayment risk on callable bonds: theory and test. (2015). Pardo, Sophie ; Franois, Pascal.
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  8. Understanding the term structure of credit default swap spreads. (2015). han, bing ; Zhou, YI.
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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. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Cremers, Heinz ; Odermann, Alexander .
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  15. How do bond investors perceive dividend payouts?. (2013). Nejadmalayeri, Ali ; Jiraporn, Pornsit ; Singh, Manohar ; Mathur, Ike.
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  17. The issuance of callable bonds under information asymmetry. (2013). Choi, Seungmook ; Jung, Mookwon ; Jameson, Mel.
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  18. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
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  19. 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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  20. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok.
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  21. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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  22. A comprehensive structural model for defaultable fixed-income bonds. (2011). Agliardi, Rossella.
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  23. American options and callable bonds under stochastic interest rates and endogenous bankruptcy. (2011). Nunes, Joo.
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  24. The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets. (2011). Xie, Yan Alice ; Yau, Jot ; Lee, Heiwai.
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  25. Anatomy of a ratings change. (2011). Marble, Hugh .
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  26. Hysteresis effects under CIR interest rates. (2011). Shackleton, Mark ; Dias, Jose Carlos.
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  27. Convertible Bonds: Risks and Optimal Strategies. (2010). Huang, Haishi.
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  28. Predicting credit spreads. (2010). Thomson, James ; Ritchken, Peter H. ; Krishnan, C. N. V., .
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  29. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Liu, Sheen ; Wu, Chunchi.
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  30. A simple model of deferred callability in defaultable debt. (2010). Persson, Svein-Arne ; Mjos, Aksel.
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  31. Callable risky perpetual debt with protection period. (2010). Persson, Svein-Arne ; Mjos, Aksel.
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  32. Underinvestment, capital structure and strategic debt restructuring. (2010). Pawlina, Grzegorz.
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  33. Mortgage timing. (2009). Van Nieuwerburgh, Stijn ; koijen, ralph ; van Hemert, Otto ; Koijen, Ralph S. J., .
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  34. The effects of default and call risk on bond duration. (2009). Xie, Yan Alice ; Liu, Sheen ; Wu, Chunchi ; Anderson, Bing.
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  35. Systematic equity-based credit risk: A CEV model with jump to default. (2009). Polbennikov, Simon ; Campi, Luciano ; Sbuelz, Alessandro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:93-108.

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  36. Make-whole call provisions: A case of much ado about nothing?. (2008). Nayar, Nandkumar ; Stock, Duane.
    In: Journal of Corporate Finance.
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  37. What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions. (2008). Tsyplakov, Sergey ; Powers, Eric.
    In: Financial Management.
    RePEc:bla:finmgt:v:37:y:2008:i:3:p:485-512.

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  38. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
    In: MPRA Paper.
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  39. On forecasting the term structure of credit spreads. (2007). Thomson, James ; Ritchken, Peter H. ; C. N. V. Krishnan, .
    In: Working Papers (Old Series).
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  40. Bond durations: Corporates vs. Treasuries. (2007). Munk, Claus ; Kraft, Holger.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:12:p:3720-3741.

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  41. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
    In: Foundations and Trends(R) in Finance.
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  42. Credit Risk Models II: Structural Models. (2006). Elizalde, Abel.
    In: Working Papers.
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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.
    In: Journal of Banking & Finance.
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  45. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191.

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  46. Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach. (2004). Castillo, Augusto.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:41:y:2004:i:124:p:345-360.

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  47. Effective duration of callable corporate bonds: Theory and evidence. (2004). Sarkar, Sudipto ; Hong, Gwangheon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:499-521.

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  48. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Guha, R ; Sbuelz, A.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:841ad1ef-22f2-4ea8-b19b-507952001550.

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  49. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Guha, R. ; Sbuelz, A..
    In: Discussion Paper.
    RePEc:tiu:tiucen:841ad1ef-22f2-4ea8-b19b-507952001550.

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  50. .

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