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Incorporating the Dynamics of Leverage into Default Prediction

https://doi.org/10.2139/ssrn.1788825
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1 of 32 checkable references need attention · checked 2026-08-03

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.

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References needing attention

does not resolve to a known work10.2307/2978933
The 31 checked references that resolve
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Do Credit Spreads Reflect Stationary Leverage Ratios?
resolves10.1016/s1042-9573(03)00057-3
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resolves10.1016/j.jfineco.2005.10.011
Multi-period corporate default prediction with stochastic covariates
resolves10.2307/2531595
Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach
resolves10.1093/rfs/15.1.1
Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
resolves10.1016/j.jfineco.2005.03.004
Partial adjustment toward target capital structures
resolves10.2139/ssrn.670543
Trade-Off and Pecking Order Theories of Debt
resolves10.1016/s0304-405x(01)00044-7
The theory and practice of corporate finance: evidence from the field
resolves10.1023/b:rast.0000013627.90884.b7
Assessing the Probability of Bankruptcy
resolves10.2307/2676195
The Debt-Equity Choice
resolves10.2139/ssrn.1113726
Predictions of Default Probabilities by Models with Dynamic Leverage Ratios
resolves10.1111/j.1540-6261.2006.00866.x
Credit Ratings and Capital Structure
resolves10.2307/2978343
A State-Preference Model of Optimal Financial Leverage
resolves10.1111/j.1540-6261.2005.00811.x
Do Firms Rebalance Their Capital Structures?
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Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure
resolves10.2139/ssrn.1101983
Assessing Credit Risk of Companies with Mean-Reverting Leverage Ratios
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1111/j.1540-6261.1984.tb03646.x
The Capital Structure Puzzle
resolves10.2307/2490395
Financial Ratios and the Probabilistic Prediction of Bankruptcy
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Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
resolves10.1111/j.1540-6261.1995.tb05184.x
What Do We Know about Capital Structure? Some Evidence from International Data
resolves10.1086/209665
Forecasting Bankruptcy More Accurately: A Simple Hazard Model
resolves10.1017/CBO9780511614491.006
Testing for Weak Instruments in Linear IV Regression
resolves10.2307/2490859
Methodological Issues Related to the Estimation of Financial Distress Prediction Models
The 7 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref4
no DOI — not checkedEnhanced Routines for Instrumental Variables/GMM Estimation and Testing
no DOI — not checkedref18
no DOI — not checkedDefault and Recovery Rates of Corporate Bond Issuers
no DOI — not checkedref31
no DOI — not checkedref38
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