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Credit Default Swaps and Debt Overhang

https://doi.org/10.2139/ssrn.2959302
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46/46 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 46 checked references that resolve
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Credit Default Swaps: Past, Present, and Future
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Credit Default Swaps Around the World: Investment and Financing Effects
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Credit Derivatives and Firm Investment
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Distressed Debt Restructuring in the Presence of Credit Default Swaps
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The Levered Equity Risk Premium and Credit Spreads: A Unified Framework
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The Impact of Uncertainty Shocks
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Credit Default Swaps and the Empty Creditor Problem
resolves10.2139/ssrn.1770066
Investment Risk, CDS Insurance, and Firm Financing
resolves10.1016/j.jfineco.2017.12.012
Credit default swaps and corporate innovation
resolves10.1111/j.1540-6261.2010.01613.x
Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
resolves10.1093/rcfs/cfw007
Macroeconomic Risk and Debt Overhang*
resolves10.1093/rfs/hhx107
Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle
resolves10.1016/j.jfineco.2019.04.001
Shareholder bargaining power and the emergence of empty creditors
resolves10.1287/mnsc.2015.2375
Do Empty Creditors Matter? Evidence from Distressed Exchange Offers
resolves10.1016/j.jfineco.2017.10.005
The real effects of credit default swaps
resolves10.1111/jofi.12118
A Theory of Debt Maturity: The Long and Short of Debt Overhang
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Debt Valuation, Renegotiation, and Optimal Dividend Policy
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resolves10.1016/j.jfineco.2011.01.011
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resolves10.1111/0022-1082.00277
How Big Are the Tax Benefits of Debt?
resolves10.1093/revfin/hhl047
Can the Trade-off Theory Explain Debt Structure?
resolves10.1111/j.1540-6261.2004.00677.x
Tobin's <i>Q</i> , Debt Overhang, and Investment
resolves10.1111/j.1540-6261.2007.01255.x
How Costly Is External Financing? Evidence from a Structural Estimation
resolves10.1016/j.jfi.2008.08.001
Credit derivatives and bank credit supply
resolves10.1111/j.1468-036x.2008.00450.x
Debt, Equity and Hybrid Decoupling: Governance and Systemic Risk Implications
resolves10.2139/ssrn.1030721
Equity and Debt Decoupling and Empty Voting II: Importance and Extensions
resolves10.1111/j.1540-6261.1994.tb02452.x
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
resolves10.2307/1884175
The Value of Waiting to Invest
resolves10.1111/j.1540-6261.1997.tb04812.x
Strategic Debt Service
resolves10.1111/j.1540-6261.2012.01735.x
Corporate Governance and Capital Structure Dynamics
resolves10.1111/j.1540-6261.2004.00692.x
Investment–Cash Flow Sensitivities: Constrained versus Unconstrained Firms
resolves10.1016/0304-405x(77)90015-0
Determinants of corporate borrowing
resolves10.1017/S0022109017001235
Credit Default Swaps and Firm Value
resolves10.1093/rfs/hhv047
Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets
resolves10.1016/j.jfineco.2012.08.004
Laying off credit risk: Loan sales versus credit default swaps
resolves10.1016/j.jcorpfin.2010.06.010
Underinvestment, capital structure and strategic debt restructuring
resolves10.1093/rfs/hht007
Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps
resolves10.1111/j.1540-6261.2007.01256.x
Do Tests of Capital Structure Theory Mean What They Say?
resolves10.1257/aer.97.2.256
Investment under Uncertainty with Strategic Debt Service
resolves10.1093/rcfs/cfu013
Dynamic Investment, Capital Structure, and Debt Overhang
resolves10.1093/rfs/hhu038
Does the Tail Wag the Dog?: The Effect of Credit Default Swaps on Credit Risk
The 3 references without a DOI — listed, not checked
no DOI — not checkedref19
no DOI — not checkedCredit Default Swaps and Corporate Acquisitions, Working Paper
no DOI — not checkedref28
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