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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.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:38:y:2015:i:2:p:147-176.

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9. Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:31:y:2015:i:c:p:18-35.

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10. Using Merton model: an empirical assessment of alternatives. (2015). Galil, Koresh ; Afik, Zvika ; Arad, Ohad .
    In: Working Papers.
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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.
    In: Applied Financial Economics.
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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..
    In: NBER Working Papers.
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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 .
    In: Journal of Corporate Finance.
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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.
    In: Research in International Business and Finance.
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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 .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:1-14.

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19. Product market advertising and corporate bonds. (2013). Nejadmalayeri, Ali ; Singh, Manohar ; Mathur, Ike.
    In: Journal of Corporate Finance.
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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 .
    In: Journal of Banking & Finance.
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21. On the determinants of the implied default barrier. (2012). Dionne, Georges ; Laajimi, Sadok .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:395-408.

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22. Using Merton model: an empirical assessment of alternatives. (2012). Galil, Koresh ; Arad, Ohad ; Afik, Zvika.
    In: Working Papers.
    RePEc:bgu:wpaper:1202.

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23. A comprehensive structural model for defaultable fixed-income bonds. (2011). Agliardi, Rossella.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:11:y:2011:i:5:p:749-762.

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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.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:3:p:441-451.

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26. Anatomy of a ratings change. (2011). Marble, Hugh .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:51:y:2011:i:1:p:105-112.

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27. Hysteresis effects under CIR interest rates. (2011). Shackleton, Mark ; Dias, Jose Carlos.
    In: European Journal of Operational Research.
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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., .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:4:p:529-563.

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30. Reduced-form valuation of callable corporate bonds: Theory and evidence. (2010). LI, HAITAO ; Jarrow, Robert ; Wu, Chunchi ; Liu, Sheen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:95:y:2010:i:2:p:227-248.

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31. A simple model of deferred callability in defaultable debt. (2010). Mjos, Aksel ; Persson, Svein-Arne .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:207:y:2010:i:3:p:1350-1357.

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32. Callable risky perpetual debt with protection period. (2010). Mjos, Aksel ; Persson, Svein-Arne .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:207:y:2010:i:1:p:391-400.

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33. Underinvestment, capital structure and strategic debt restructuring. (2010). Pawlina, Grzegorz .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:16:y:2010:i:5:p:679-702.

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34. Mortgage timing. (2009). Van Nieuwerburgh, Stijn ; koijen, ralph ; Koijen,Ralph S. J., ; Van Hemert, Otto ; Koijen, Ralph S. J., .
    In: Journal of Financial Economics.
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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.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1700-1708.

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36. Systematic equity-based credit risk: A CEV model with jump to default. (2009). Sbuelz, Alessandro ; Polbennikov, Simon ; Campi, Luciano .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:1:p:93-108.

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37. Make-whole call provisions: A case of much ado about nothing?. (2008). Stock, Duane ; Nayar, Nandkumar .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:14:y:2008:i:4:p:387-404.

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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 .
    In: Financial Management.
    RePEc:bla:finmgt:v:37:y:2008:i:3:p:485-512.

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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..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0705.

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41. Bond durations: Corporates vs. Treasuries. (2007). Munk, Claus ; Kraft, Holger.
    In: Journal of Banking & Finance.
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42. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence.
    In: Foundations and Trends(R) in Finance.
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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, .
    In: Working Papers.
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45. Credit risk modeling with affine processes. (2005). Duffie, Darrell.
    In: Journal of Banking & Finance.
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46. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191.

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47. Firm and Corporate Bond Valuation: A Simulation Dynamic Programming Approach. (2004). Castillo, Augusto .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:41:y:2004:i:124:p:345-360.

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48. Effective duration of callable corporate bonds: Theory and evidence. (2004). Hong, Gwangheon ; Sarkar, Sudipto.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:3:p:499-521.

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49. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Sbuelz, A ; Guha, R.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:841ad1ef-22f2-4ea8-b19b-507952001550.

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50. Structural RFV : Recovery Form and Defaultable Debt Analysis. (2003). Sbuelz, A. ; Guha, R..
    In: Discussion Paper.
    RePEc:tiu:tiucen:841ad1ef-22f2-4ea8-b19b-507952001550.

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