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What Determines Creditor Recovery Rates
16 references·0 citing·47 second hopsampled
What Determines Creditor Recovery Rates (2012)What Determines Creditor Recovery RatesFire Sales in Finance and Macroeconomics (2011)Fire Sales in Finance and Mac…Corporate bond default risk: A 150-year perspective (2011)Corporate bond default risk: …Bankruptcy and the Collateral Channel (2011)Bankruptcy and the Collateral…Merton, Robert C. (2010)Merton, Robert C.Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the U.K. (2008)Do Bankruptcy Codes Matter? A…Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Does industry-wide distress a…The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization (2006)The Costs of Bankruptcy: Chap…Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Macroeconomic Dynamics and Cr…The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)The Link between Default and …Haircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005 (2005)Haircuts: Estimating Investor…What Do We Know About Loss Given Default? (2004)What Do We Know About Loss Gi…Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions (1998)Do Asset Fire Sales Exist? An…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations (1994)A comparison of financial rec…Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Liquidation Values and Debt C…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Bank competition and financial stability in Asia Pacific (2013)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)How does competition affect bank systemic risk? (2013)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Common risk factors in the returns on stocks and bonds (1993)Econometric Analysis of Cross Section and Panel Data (2001)Bank Liquidity Creation (2009)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)A Survey of Corporate Governance (1997)Determinants of corporate borrowing (1977)Inefficient Markets (2000)Market liquidity as a sentiment indicator (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)BANKRUPTCY COSTS: SOME EVIDENCE (1977)Limited-dependent and qualitative variables in econometrics (1983)Ownership structure and the cost of corporate borrowing (2010)Cash Holdings and Credit Risk (2012)The Limits of Arbitrage (1995)Credit Cycles (1997)The Economics of Structured Finance (2009)How likely is contagion in financial networks? (2014)How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis (2020)What Do We Know about Capital Structure? Some Evidence from International Data (1995)Law and Finance (1998)How Law Affects Lending (2009)Creditor rights and capital structure: Evidence from international data (2013)Housing Collateral and Entrepreneurship (2016)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Modeling Term Structures of Defaultable Bonds (1999)Risk Assessment for Banking Systems (2006)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2010Merton, Robert C.812 cited
  • 2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*759 cited
  • 2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries700 cited
  • 2006The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization698 cited
  • 1998Do Asset Fire Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions681 cited
  • 2008Do Bankruptcy Codes Matter? A Study of Defaults in France, Germany, and the U.K.501 cited
  • 1994A comparison of financial recontracting in distressed exchanges and chapter 11 reorganizations461 cited
  • 2006Macroeconomic Dynamics and Credit Risk: A Global Perspective408 cited
  • 2011Corporate bond default risk: A 150-year perspective311 cited
  • 2004What Do We Know About Loss Given Default?280 cited
  • 2011Bankruptcy and the Collateral Channel

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276 cited
  • 2005Haircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005268 cited
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