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Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields — a note
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Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields — a note (1994)Term structure effects on default risk pr…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)Coping with the Risk of Inter…Corporate Bond Defaults and Default Rates 1970–1990 (1991)Corporate Bond Defaults and D…Was the Tax-Exempt Bond Market Inefficient or Were Future Expected Tax Rates Negative? (1988)Was the Tax-Exempt Bond Marke…Duration Analysis: Managing Interest Rate Risk. (1988)Duration Analysis: Managing I…The Default Premium and Corporate Bond Experience (1987)The Default Premium and Corpo…Taxes, Default Risk, and Yield Spreads (1985)Taxes, Default Risk, and Yiel…The Valuation of Corporate Liabilities as Compound Options: A Correction (1984)The Valuation of Corporate Li…Market Segmentation and the Term Structure of Municipal Yields (1983)Market Segmentation and the T…The Valuation of Corporate Liabilities as Compound Options (1977)The Valuation of Corporate Li…DEBT AND TAXES* (1977)DEBT AND TAXES*Debt and Taxes (1977)Debt and TaxesAn Analytical Model of Interest Rate Differentials and Different Default Recoveries (1977)An Analytical Model of Intere…An Analytic Model of Bond Risk Differentials (1975)An Analytic Model of Bond Ris…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies (1971)Coping with the Risk of Inter…Determinants of Risk Premiums on Corporate Bonds (1959)The effect of a rating change announcement on bond price (1977)Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation (1984)Number of bank relationships: An indicator of competition, borrower quality, or just size? (2000)Bond Insurance: What Is Special About Munis? (2004)The Pricing of Options and Corporate Liabilities (1973)The American Put Option Valued Analytically (1984)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Theory of rational option pricing (2005)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Asset pricing and the bid-ask spread (1986)Theory of Financial Decision Making. (1988)The cost of capital, corporation finance and the theory of investment (2008)The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)Duration Forty Years Later (1978)A Multivariate Model of the Term Structure (1980)Term Structure Modeling Using Exponential Splines (1982)Revisiting the High-Yield Bond Market (1992)Modeling correlated market and credit risk in fixed income portfolios (2002)MACROECONOMICS AND SOVEREIGN RISK RATINGS (2012)Designing an immunized portfolio: Is M-squared the key? (1993)Deposit insurance and bank interest rate risk: Pricing and regulatory implications (1995)Modeling Surrender and Lapse Rates With Economic Variables (2005)Macroeconomics and finance: The role of the stock market (1984)Optimal Security Design (1988)The impact of capital structure on the performance of microfinance institutions (2007)A Risk Minimizing Strategy for Portfolio Immunization (1984)Monetary Policy, Loan Liquidation, and Industrial Conflict: The Federal Reserve and the Open Market Operations of 1932 (1984)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1977DEBT AND TAXES*2,896 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1977The Valuation of Corporate Liabilities as Compound Options830 cited
  • 1977Debt and Taxes598 cited
  • 2017Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies*305 cited
  • 1971Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders from Naive and Optimal Strategies271 cited
  • 1987The Default Premium and Corporate Bond Experience113 cited
  • 1988Duration Analysis: Managing Interest Rate Risk.95 cited
  • 1991Corporate Bond Defaults and Default Rates 1970–199093 cited
  • 1984The Valuation of Corporate Liabilities as Compound Options: A Correction78 cited
  • 1975An Analytic Model of Bond Risk Differentials72 cited
  • 1977An Analytical Model of Interest Rate Differentials and Different Default Recoveries66 cited
  • 1985Taxes, Default Risk, and Yield Spreads62 cited
  • 1983Market Segmentation and the Term Structure of Municipal Yields48 cited

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  • 1988Was the Tax-Exempt Bond Market Inefficient or Were Future Expected Tax Rates Negative?46 cited
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