Leland, H.E. and K. B. Toft, 1996Optimal capital structure endogenous bankruptcy and the
term structure of credit spreads, Journal of Finance 51 (3), pp. 987-1019.
Kamara, A., 1997, The relation between default-free interest rates and expected economic
growth is stronger than you think, Journal of Finance 52, 1681-1694.
Keenan, S. C., Sobehart, J., and D. T. Hamilton, Predicting default rates: a forecasting model
for Moody’s issuer-based default rates, Moody’s Special Comment, August 1999.
Longstaff, F., and E. Schwartz, 1995, A simple approach to valuing risky fixed and floating
rate debt, Journal ofFinance 50, 789-819.
Merton, R. C., 1973, Theory of rational option pricing, Bell Journal of Economics and
Management Science 4, 141-183.
Merton, R. C., 1974, On the pricing of corporate debt: The risk structure of interest rates,
Journal of Finance 29, 449-470.
Prisman E. Z., G. S. Roberts, and Y. Tian, 1996, Optimal bond trading and the tax-timing
option in Canada, Journal of Banking and Finance 20, 1351-1363.
Vasicek, O. 1977. An equilibrium characterisation of the term structure, Journal of Financial
Economics, 5:177-188.
34
More intriguing information
1. The name is absent2. The name is absent
3. Do imputed education histories provide satisfactory results in fertility analysis in the Western German context?
4. Why Managers Hold Shares of Their Firms: An Empirical Analysis
5. MULTIMODAL SEMIOTICS OF SPIRITUAL EXPERIENCES: REPRESENTING BELIEFS, METAPHORS, AND ACTIONS
6. The name is absent
7. Voting by Committees under Constraints
8. Plasmid-Encoded Multidrug Resistance of Salmonella typhi and some Enteric Bacteria in and around Kolkata, India: A Preliminary Study
9. The name is absent
10. The name is absent