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Credit Risk, Credit Crunch and Capital Structure
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9781119201892.ch2openalex-extracted
Predictions of Default Probabilities in Structural Models of Debt
inferredcites →https://doi.org/10.1007/978-3-540-73746-9openalex-extracted
Irreversible Decisions under Uncertainty: Optimal Stopping Made Easy
inferredcites →https://doi.org/10.1007/s007800100058openalex-extracted
Optimal capital structure and endogenous default
inferredcites →https://doi.org/10.1007/s10693-006-7625-yopenalex-extracted
Macroeconomic Conditions, Firm Characteristics, and Credit Spreads
inferredcites →https://doi.org/10.1016/0304-405x(86)90010-3openalex-extracted
Term premiums and default premiums in money markets
inferredcites →https://doi.org/10.1016/j.jeconom.2010.03.023openalex-extracted
Realized jumps on financial markets and predicting credit spreads
inferredcites →https://doi.org/10.1016/j.jfineco.2005.10.003openalex-extracted
Capital structure, credit risk, and macroeconomic conditions
inferredcites →https://doi.org/10.1016/j.jmateco.2007.07.001openalex-extracted
Exit problems in regime-switching models
inferredcites →https://doi.org/10.1016/s0304-405x(02)00249-0openalex-extracted
Capital structure choice: macroeconomic conditions and financial constraints
inferredcites →https://doi.org/10.1016/s0378-4266(00)00168-0openalex-extracted
The term structure of credit spreads with jump risk
inferredcites →https://doi.org/10.1086/322893openalex-extracted
An EBIT‐Based Model of Dynamic Capital Structure
inferredcites →https://doi.org/10.1111/0022-1082.00051openalex-extracted
Agency Costs, Risk Management, and Capital Structure
inferredcites →https://doi.org/10.1111/1468-0262.00208openalex-extracted
Term Structures of Credit Spreads with Incomplete Accounting Information
inferredcites →https://doi.org/10.1111/j.1468-0327.2009.00231.xopenalex-extracted
What happens during recessions, crunches and busts?
inferredcites →https://doi.org/10.1111/j.1540-6261.1974.tb03058.xopenalex-extracted
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb02452.xopenalex-extracted
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb02714.xopenalex-extracted
Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads
inferredcites →https://doi.org/10.21314/jor.2004.100openalex-extracted
Sequential defaults and incomplete information
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