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A Structural Approach for Predicting Default Correlation

https://doi.org/10.2139/ssrn.2140257
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2 of 17 checkable references need attention · checked 2026-08-28

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 work10.2139/ssrn.307360
does not resolve to a known work10.2307/2329288
The 15 checked references that resolve
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How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed
resolves10.1016/0014-2921(95)00097-6
Strategic analysis of contingent claims
resolves10.1111/0022-1082.00395
Do Credit Spreads Reflect Stationary Leverage Ratios?
resolves10.3905/jfi.2001.319301
Impact of Correlated Default Risk on Credit Portfolios
resolves10.1093/rfs/12.4.687
Modeling Term Structures of Defaultable Bonds
resolves10.1111/j.1468-036x.2009.00507.x
Risk Management Lessons from the Credit Crisis
resolves10.1111/j.1540-6261.1995.tb05167.x
Pricing Derivatives on Financial Securities Subject to Credit Risk
resolves10.1093/rfs/10.2.481
A Markov Model for the Term Structure of Credit Risk Spreads
resolves10.1111/j.1540-6261.1994.tb02452.x
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
resolves10.1111/j.1540-6261.1996.tb02714.x
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
resolves10.1287/mnsc.1050.0497
Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads
resolves10.1111/j.1468-036x.2013.12016.x
Inferring Default Correlation from Equity Return Correlation
resolves10.3905/jfi.1995.408124
Default Correlation and Credit Analysis
resolves10.1093/rfs/14.2.555
An Analysis of Default Correlations and Multiple Defaults
resolves10.1016/s0378-4266(00)00168-0
The term structure of credit spreads with jump risk
The 2 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref17
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