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Leverage Expectations and Bond Credit Spreads

1 of 27 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

References needing attention

does not resolve to a known work10.2307/2978933

The 26 checked references that resolve

resolves10.2469/faj.v63.n2.4525

Understanding Changes in Corporate Credit Spreads

resolves10.1093/rfs/hhn044

Forecasting Default with the Merton Distance to Default Model

resolves10.1111/1540-6261.00414

Market Timing and Capital Structure

resolves10.1007/s11142-004-6341-9

Have Financial Statements Become Less Informative? Evidence from the Ability of Financial Ratios to Predict Bankruptcy

resolves10.1086/260062

The Pricing of Options and Corporate Liabilities

resolves10.1016/s0304-4076(98)00009-8

Initial conditions and moment restrictions in dynamic panel data models

resolves10.1046/j.1540-6261.2003.00607.x

Equity Volatility and Corporate Bond Yields

resolves10.1111/j.1540-6261.2007.01203.x

Corporate Yield Spreads and Bond Liquidity

resolves10.1111/0022-1082.00395

Do Credit Spreads Reflect Stationary Leverage Ratios?

resolves10.2139/ssrn.191668

The Determinants of Credit Spread Changes

resolves10.1016/j.irfa.2005.01.001

Are corporates' target leverage ratios time-dependent?

resolves10.1111/j.1540-6261.2006.00866.x

Credit Ratings and Capital Structure

resolves10.1111/j.1540-6261.2005.00732.x

Monitoring and Controlling Bank Risk: Does Risky Debt Help?

resolves10.1111/j.1540-6261.2005.00811.x

Do Firms Rebalance Their Capital Structures?

resolves10.1111/j.1540-6261.2008.01369.x

Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure

resolves10.1017/s0022109010000499

Debt Capacity and Tests of Capital Structure Theories

resolves10.1111/j.1540-6261.2005.00797.x

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

resolves10.1111/j.1540-6261.1974.tb03058.x

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

resolves10.2139/ssrn.497603

Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance

resolves10.2307/2490395

Financial Ratios and the Probabilistic Prediction of Bankruptcy

resolves10.2307/2330817

Bond Price Data and Bond Market Liquidity

resolves10.1086/209665

Forecasting Bankruptcy More Accurately: A Simple Hazard Model

resolves10.3386/w4722

Testing Static Trade-off Against Pecking Order Models of Capital Structure

resolves10.2307/3666236

The Market Value of Debt, Market versus Book Value of Debt, and Returns to Assets

resolves10.3905/jfi.1991.408021

Corporate Bond Price Discrepancies in the Dealer and Exchange Markets

resolves10.2307/2490859

Methodological Issues Related to the Estimation of Financial Distress Prediction Models

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