Stern School of Business
44 West 4th Street
New York, NY 10012-1126
New York University (NYU) - Department of Finance
in Total Papers Downloads
in Total Papers Citations
Risky Debt, Rating Transitions, Credit Derivatives, Credit Sensitive Note, HJM Model
Risky Debt, Rating Transitions, Credit Derivatives, Cresdit Senstive Note, HJM Model
Risky debt, Rating Transitions
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP3329.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Risky debt, rating transitions, credit derivatives, credit sensitive note, HJM model
CEO pensions, inside debt, deferred compensation
Capital structure, bankruptcy, financial distress, asset specificity, bankruptcy code, bankruptcy costs
File name: SSRN-id743131.
Leverage, bankruptcy costs, asset-specificity, intangibles, financial distress
risk-neutral, PDs, reduced-form models
Risk-neutral, PDs, reduced-form models
rescissions, executive stock options, incentives, valuation, taxes
strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management
File name: DP3566.
Strategic debt-service, interaction of optionalities, liquidity default, strategic default, cash-management
Strategic debt-service, optimal cash management, liquidity defaults, strategic defaults, yield spreads
Credit default swaps, CDS credit-event auctions, price discovery, underpricing bias, winner's curse, structural estimation of auctions
financial stability, risk management, managerial incentives, deferred cash compensation
securities, hybrid models, default, credit risk
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 2.173 seconds