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1. Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin.
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2. Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv.
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3. Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H.
   In: The North American Journal of Economics and Finance.
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4. .

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5. Cash flow volatility and corporate bond yield spreads. (2016). Alan, ; Vetzal, Kenneth R ; Huang, Alan G.
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6. Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure. (2016). Liu, Liang-Chih ; Wang, Chuan-Ju ; Dai, Tian-Shyr.
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7. Using Merton model for default prediction: An empirical assessment of selected alternatives. (2016). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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8. Prepayment risk on callable bonds: theory and test. (2015). Franois, Pascal ; Pardo, Sophie.
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9. Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI.
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10. Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
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11. Sovereign risk and its changing effects on bond duration during financial crisis. (2014). Lee, Heiwai ; Xie, Yan Alice ; Yau, Jot.
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12. On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jae Won ; Whitelaw, Robert F. ; Richardson, Matthew P..
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13. The effect of interest rate volatility and equity volatility on corporate bond yield spreads: A comparison of noncallables and callables. (2014). Kim, Dong H. ; Stock, Duane .
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14. Komponenten und Determinanten des Credit Spreads: Empirische Untersuchung während Phasen von Marktstress. (2013). Odermann, Alexander ; Cremers, Heinz .
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15. Adjusted Moneys Worth Ratios in Life Annuities. (2013). Walker, Eduardo ; Casassus, Jaime.
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16. How do bond investors perceive dividend payouts?. (2013). Nejadmalayeri, Ali ; Jiraporn, Pornsit ; Singh, Manohar ; Mathur, Ike.
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17. Sarbanes-Oxley Act and corporate credit spreads. (2013). Rao, Ramesh ; Nejadmalayeri, Ali ; Nishikawa, Takeshi .
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18. The issuance of callable bonds under information asymmetry. (2013). Jameson, Mel ; Choi, Seungmook ; Jung, Mookwon .
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19. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
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20. Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models. (2012). Beliaeva, Natalia ; Nawalkha, Sanjay .
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21. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok .
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22. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Arad, Ohad ; Afik, Zvika.
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23. A comprehensive structural model for defaultable fixed-income bonds. (2011). Agliardi, Rossella.
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24. American options and callable bonds under stochastic interest rates and endogenous bankruptcy. (2011). Nunes, Joo.
    In: Review of Derivatives Research.
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25. The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets. (2011). Lee, Heiwai ; Xie, Yan Alice ; Yau, Jot.
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26. Anatomy of a ratings change. (2011). Marble, Hugh .
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27. Hysteresis effects under CIR interest rates. (2011). Shackleton, Mark ; Dias, Jose Carlos.
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28. Convertible Bonds: Risks and Optimal Strategies. (2010). Huang, Haishi .
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29. Predicting credit spreads. (2010). Thomson, James ; Ritchken, Peter H. ; Krishnan, C. N. V., .
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30. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Wu, Chunchi ; Liu, Sheen.
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31. A simple model of deferred callability in defaultable debt. (2010). Mjos, Aksel ; Persson, Svein-Arne .
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32. Callable risky perpetual debt with protection period. (2010). Mjos, Aksel ; Persson, Svein-Arne .
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35. The effects of default and call risk on bond duration. (2009). Anderson, Bing ; Xie, Yan Alice ; Liu, Sheen ; Wu, Chunchi.
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36. Systematic equity-based credit risk: A CEV model with jump to default. (2009). Sbuelz, Alessandro ; Polbennikov, Simon ; Campi, Luciano .
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37. Make-whole call provisions: A case of much ado about nothing?. (2008). Stock, Duane ; Nayar, Nandkumar .
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38. What Is the Cost of Financial Flexibility? Theory and Evidence for Make-Whole Call Provisions. (2008). Powers, Eric ; Tsyplakov, Sergey .
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39. An empirical study of corporate bond pricing with unobserved capital structure dynamics.. (2007). Maclachlan, Iain C.
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40. On forecasting the term structure of credit spreads. (2007). Thomson, James ; C. N. V. Krishnan, ; Ritchken, Peter H..
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42. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
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43. CREDIT RISK MODELS II: STRUCTURAL MODELS. (2006). Elizalde, Abel.
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44. Assessing Credit with Equity: A CEV Model with Jump to Default. (2005). Campi, Luciano ; Polbennikov, Simon ; Sbuelz, .
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45. Credit risk modeling with affine processes. (2005). Duffie, Darrell.
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46. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
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47. Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach. (2004). Castillo, Augusto .
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48. Effective duration of callable corporate bonds: Theory and evidence. (2004). Hong, Gwangheon ; Sarkar, Sudipto.
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49. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Sbuelz, A ; Guha, R.
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50. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Sbuelz, A. ; Guha, R..
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