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Dynamic capital structure with callable debt and debt renegotiations
16 references·8 citing·36 second hop
Dynamic capital structure with callable debt and debt renegotiations (2013)Dynamic capital structure with callable d…Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure (2008)Back to the Beginning: Persis…Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Does industry-wide distress a…Do Tests of Capital Structure Theory Mean What They Say? (2007)Do Tests of Capital Structure…The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization (2006)The Costs of Bankruptcy: Chap…Theory of rational option pricing (2005)Theory of rational option pri…Applied Stochastic Control of Jump Diffusions (2005)Applied Stochastic Control of…An EBIT‐Based Model of Dynamic Capital Structure (2001)An EBIT‐Based Model of Dynami…Design and Valuation of Debt Contracts (1996)Design and Valuation of Debt …Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Troubled debt restructurings (1990)Troubled debt restructuringsBankruptcy resolution (1990)Bankruptcy resolutionDynamic Capital Structure Choice: Theory and Tests (1989)Dynamic Capital Structure Cho…Perfect Equilibrium in a Bargaining Model (1982)Perfect Equilibrium in a Barg…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)VALUING CORPORATE SECURITIES:…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The impact of debt restructuring on dynamic investment and financing policies (2021)The impact of debt restructur…The use of equity financing in debt renegotiation (2017)The use of equity financing i…Debt Maturity and the Dynamics of Leverage (2016)Debt Maturity and the Dynamic…Asset sale, debt restructuring, and liquidation (2016)Asset sale, debt restructurin…Underinvestment and the design of performance-sensitive debt (2014)Underinvestment and the desig…Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code (2014)Liquidation risk in the prese…Reduced Form Modelling for Credit Risk (2007)Reduced Form Modelling for Cr…Debt Maturity and the Dynamics of Leverage (2005)Debt Maturity and the Dynamic…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Determinants of corporate borrowing (1977)On financial contracting (1979)Limited-dependent and qualitative variables in econometrics (1983)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1999)The Pricing of Options and Corporate Liabilities (1973)The stochastic behavior of common stock variances Value, leverage and interest rate effects (1982)The Determinants of Credit Spread Changes (2001)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)The theory and practice of corporate finance: evidence from the field (2001)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)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)Mathematical Psychics. An Essay on the Application of Mathematics to the Moral Sciences. (1935)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)The Costs and Benefits of Ownership: A Theory of Vertical and Lateral Integration (1986)An Introduction to Varieties of Capitalism (2001)Varieties of Capitalism (2001)Corporate financing and investment decisions when firms have information that investors do not have (1984)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Overconfidence and Early‐Life Experiences: The Effect of Managerial Traits on Corporate Financial Policies (2011)Do Peer Firms Affect Corporate Financial Policy? (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)What Do We Know about Capital Structure? Some Evidence from International Data (1995)Debt Dynamics (2005)Firms’ histories and their capital structures☆ (2006)Testing Theories of Capital Structure and Estimating the Speed of Adjustment (2009)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1982Perfect Equilibrium in a Bargaining Model5,287 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
  • 2008Back to the Beginning: Persistence and the Cross‐Section of Corporate Capital Structure1,846 cited
  • 1989Dynamic Capital Structure Choice: Theory and Tests1,572 cited
  • 1990Troubled debt restructurings1,096 cited
  • 2007Do Tests of Capital Structure Theory Mean What They Say?965 cited
  • 2001An EBIT‐Based Model of Dynamic Capital Structure957 cited
  • 2005Applied Stochastic Control of Jump Diffusions883 cited
  • 1990Bankruptcy resolution705 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
  • 1996

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Design and Valuation of Debt Contracts
591 cited

Cited by

  • 2005Debt Maturity and the Dynamics of Leverage38 cited
  • 2016Asset sale, debt restructuring, and liquidation25 cited
  • 2017The use of equity financing in debt renegotiation24 cited
  • 2014Underinvestment and the design of performance-sensitive debt24 cited
  • 2007Reduced Form Modelling for Credit Risk24 cited
  • 2014Liquidation risk in the presence of Chapters 7 and 11 of the US bankruptcy code21 cited
  • 2016Debt Maturity and the Dynamics of Leverage21 cited
  • 2021The impact of debt restructuring on dynamic investment and financing policies14 cited