Journal of Finance 53, 2225-2241.
Durbin, E. and D. Ng 2005. The sovereign ceiling and emerging market corporate bond
spreads. Journal of International Money and Finance. 24(4): 631-649
Elton, E. J., M. J. Gruber, D. Agrawal, and C. Mann, 2001, Explaining the rate spread on
corporate bonds, Journal of Finance 56, 247-277.
Ericsson, J. and O. Renault (forthcoming), Liquidity and Credit Risk, Journal of Finance.
Fons, J. S., 1990, Default risk and duration analysis, in The High Yield Debt Market, edited
by Edward I. Altman. New York: Dow Jones Irwin, 18-40.
Gallant, A. R., and Jeffery J. Goebell, 1976, Nonlinear regression with autocorrelated errors,
Journal of the American Statistical Association 71, 961-966.
Giesecke, K. 2006, Default and information Journal of Economic Dynamics and Control
30 (11): 2281-2303
Hackbarth, D., J. Miao and E. Morellec (forthcoming),Capital structure, credit risk, and
macroeconomic conditions Journal of Financial Economics, (available online 4 August
2006).
Harvey C. R., 1997, The relation between the term structure of interest rates and Canadian
economic growth. Canadian Journal of Economics 30, 169-93.
Jacoby, G., and G. S. Roberts, 2003, Default- and call-adjusted duration for corporate bonds,
Journal of Banking and Finance 27, 2297-2321.
Jarrow, R. A, Lando, D., Turnbull, S., 1997. A Markov model for the term structure of credit
risk spreads, Review of Financial Studies 10, 481-522
Jorion, P. and W. N. Goetzmann, 2000. A Century of Global Stock Markets. (February 2000).
NBER Working Paper No. W7565.
Jordan, B. D., and S. D. Jordan, 1991, Tax options and the pricing of Treasury bond triplets:
Theory and evidence, Journal of Financial Economics 30, 135-164.
Leland, H.E. 1994, Corporate debt value, bond covenants, and optimal capital structure,
Journal of Finance 49 (4), pp. 1213-1252.
33
More intriguing information
1. Stakeholder Activism, Managerial Entrenchment, and the Congruence of Interests between Shareholders and Stakeholders2. Spatial agglomeration and business groups: new evidence from Italian industrial districts
3. Evidence of coevolution in multi-objective evolutionary algorithms
4. EMU's Decentralized System of Fiscal Policy
5. From music student to professional: the process of transition
6. Design and investigation of scalable multicast recursive protocols for wired and wireless ad hoc networks
7. The name is absent
8. Telecommuting and environmental policy - lessons from the Ecommute program
9. The growing importance of risk in financial regulation
10. Non-causality in Bivariate Binary Panel Data