Merton, R. C. (1973): “A Rational Theory of Option Pricing,” Bell Journal of
Economics and Management Science, 4, 141-183.
------- (1974): “On the Pricing of Corporate Debt: The Risk Structure of Interest
Rates,” Journal of Finance, 29, 449-470.
Modigliani, F., and M. H. Miller (1958): “The Cost of Capital, Corporation
Finance, and the Theory of Investment,” American Economic Review, 38, 261-297.
Smith, D. C., and P. Stromberg (2003): “Maximizing the Value of Distressed As-
sets: Bankruptcy Law and the Efficient Reorganization of Firms,” Mimeo, Federal
Reserve Board.
Svensson, L. E. O. (1994): “Estimating and Interpreting Forward Interest Rates:
Sweden 1992-1994,” IMF Working Paper No. 94-114.
Townsend, R. M. (1979): “Optimal Contracts and Competitive Markets with
Costly State Verification,” Journal of Economic Theory, 21, 265-293.
Warga, A. D. (1991): “A Fixed Income Database,” Mimeo, University of Houston.
White, H. (1980): “A Heteroscedasticity-Consistent Covariance Matrix Estimator
and a Direct Test for Heteroscedasticity,” Econometrica, 48, 817-838.
38