SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation
2 references·16 citing·36 second hopsampled
Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation (1984)Contingent Claims Analysis of Corporate C…Determinants of corporate borrowing (1977)Determinants of corporate bor…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Finance and Economics Discussion Series (2022)Finance and Economics Discuss…How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)How Much of the Corporate-Tre…The Determinants of Credit Default Swap Premia (2009)The Determinants of Credit De…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)Structural Models of Corporat…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…Equity Volatility and Corporate Bond Yields (2003)Equity Volatility and Corpora…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Term Structures of Credit Spr…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Do Credit Spreads Reflect Stationary Leverage Ratios? (2001)Do Credit Spreads Reflect Sta…Estimating the Price of Default Risk (1999)Estimating the Price of Defau…A Markov Model for the Term Structure of Credit Risk Spreads (1997)A Markov Model for the Term S…Design and Valuation of Debt Contracts (1996)Design and Valuation of Debt …Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)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)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Option pricing when underlying stock returns are discontinuous (1976)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Corporate bond liquidity before and after the onset of the subprime crisis (2011)An equilibrium characterization of the term structure (1977)Default Risk in Equity Returns (2004)A Theory of the Term Structure of Interest Rates (1985)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)Liquidity Risk and Expected Stock Returns (2003)The Aggregate Demand for Treasury Debt (2012)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Fairness and Retaliation: The Economics of Reciprocity (2000)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)Common risk factors in the returns on stocks and bonds (1993)Arbitrage Theory in Continuous Time (1998)Explaining the Rate Spread on Corporate Bonds (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1977Determinants of corporate borrowing13,160 cited

Cited by

  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
  • 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
  • 2003Equity Volatility and Corporate Bond Yields1,194 cited
  • 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
  • 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
  • 2001Do Credit Spreads Reflect Stationary Leverage Ratios?765 cited
  • 1999Estimating the Price of Default Risk

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

724 cited
  • 2009The Determinants of Credit Default Swap Premia663 cited
  • 2022Finance and Economics Discussion Series609 cited
  • 1996Design and Valuation of Debt Contracts591 cited