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Probability of call and likelihood of the call feature in a corporate bond · Study

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ArticleProbability of call and likelihood of the call feature in a corporate bond

Sudipto Sarkar2001

Article2001

Probability of call and likelihood of the call feature in a corporate bond

29 citations·0/0 files stored·Journal of Banking & Finance

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Credit Risk and Financial Regulations Corporate Finance and Governance Stochastic processes and financial applications

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References

1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*1973Theory of Rational Option Pricing 2005Theory of rational option pricing 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1977DEBT AND TAXES*1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

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2002Impact of Call Features on Corporate Bond Yields 2003Effective duration of callable corporate bonds: Theory and evidence 2004Callable Bonds, Interest-Rate Risk, and the Supply Side of Hedging

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Year2001

Typearticle

Published2001-03-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations29

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1016/s0378-4266(00)00085-6

openalex_workW2172269049

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