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How Long Do Junk Bonds Spend in Default?
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Cited by:
- Itzhak Gilboa & David Schmeidler, 2003.
"Inductive Inference: An Axiomatic Approach,"
Econometrica, Econometric Society, vol. 71(1), pages 1-26, January.
- Gilboa, I. & Schmeidler, D., 1999. "Inductive Inference: an Axiomatic Approach," Papers 29-99, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," NajEcon Working Paper Reviews 391749000000000544, www.najecon.org.
- Gilboa, I. & Schmeidler, D., 2001. "Inductive Inference: An Axiomatic Approach," Papers 2001-19, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002. "Inductive Inference: An Axiomatic Approach," Levine's Working Paper Archive 391749000000000544, David K. Levine.
- Itzhak Gilboa & David Schmeidler, 2001. "Inductive Inference: An Axiomatic Approach," Cowles Foundation Discussion Papers 1339, Cowles Foundation for Research in Economics, Yale University.
- Itzhak Gilboa & David Schmeidler, 2003. "Inductive Inference: An Axiomatic Approach," Post-Print hal-00481297, HAL.
- Annabi, Amira & Breton, Michèle & François, Pascal, 2012. "Resolution of financial distress under Chapter 11," Journal of Economic Dynamics and Control, Elsevier, vol. 36(12), pages 1867-1887.
- Ulrich Hege & Pierre Mella-Barral, 2005.
"Repeated Dilution of Diffusely Held Debt,"
The Journal of Business, University of Chicago Press, vol. 78(3), pages 737-786, May.
- HEGE, Ulrich & MELLA-BARRAL, Pierre, 2002. "Repeated dilution of diffusely held debt," HEC Research Papers Series 751, HEC Paris.
- Ulrich Hege & Pierre Mella-Barral, 2005. "Repeated Dilution of Diffusely Held Debt," Post-Print hal-00459921, HAL.
- Jennie Bai & Pierre Collin-Dufresne & Robert S. Goldstein & Jean Helwege, 2012. "On bounding credit event risk premia," Staff Reports 577, Federal Reserve Bank of New York.
- Arturo Bris & Ivo Welch, 2005.
"The Optimal Concentration of Creditors,"
Journal of Finance, American Finance Association, vol. 60(5), pages 2193-2212, October.
- Ivo Welch & Bris, Arturo, 2001. "The Optimal Concentration of Creditors," Cowles Foundation Discussion Papers 1338, Cowles Foundation for Research in Economics, Yale University, revised Jan 2002.
- Arturo Bris & Ivo Welch, 2001. "The Optimal Concentration of Creditors," NBER Working Papers 8652, National Bureau of Economic Research, Inc.
- Ivo Welch & Arturo Bris, 2001. "The Optimal Concentration of Creditors," Yale School of Management Working Papers ysm248, Yale School of Management, revised 01 Apr 2004.
- Ivo Welch & Arturo Bris, 2001. "The Optimal Concentration of Creditors," Yale School of Management Working Papers ysm248, Yale School of Management, revised 01 Apr 2004.
- Diana Bonfim & Daniel Dias, 2011. "What Happens After Default? Stylized Facts on Access to Credit," Working Papers w201101, Banco de Portugal, Economics and Research Department.
- Carapeto, Maria, 2007. "An examination of multiple plans in Chapter 11 reorganizations," Journal of Financial Stability, Elsevier, vol. 3(3), pages 279-293, October.
- Daniel M. Covitz & Song Han & Beth Anne Wilson, 2006. "Are longer bankruptcies really more costly?," Finance and Economics Discussion Series 2006-27, Board of Governors of the Federal Reserve System (U.S.).
- Bonfim, Diana & Dias, Daniel A. & Richmond, Christine, 2012. "What happens after corporate default? Stylized facts on access to credit," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2007-2025.
- Helwege, Jean & Packer, Frank, 2003. "Determinants of the choice of bankruptcy procedure in Japan," Journal of Financial Intermediation, Elsevier, vol. 12(1), pages 96-120, January.
- Dewaelheyns, Nico & Van Hulle, Cynthia, 2009. "Filtering speed in a Continental European reorganization procedure," International Review of Law and Economics, Elsevier, vol. 29(4), pages 375-387, December.
- Yun Lou, 2019. "Disclosure of Pending Lawsuits and Bond Terms," Management Science, INFORMS, vol. 65(4), pages 1926-1947, April.
- Galai, Dan & Raviv, Alon & Wiener, Zvi, 2007.
"Liquidation triggers and the valuation of equity and debt,"
Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3604-3620, December.
- Dan Galai & Alon Raviv & Zvi Wiener, 2003. "Liquidation Triggers and the Valuation of Equity and Debt," Finance 0305002, University Library of Munich, Germany.
- Hege, Ulrich, 2003.
"Workouts, court-supervised reorganization and the choice between private and public debt,"
Journal of Corporate Finance, Elsevier, vol. 9(2), pages 233-269, March.
- Ulrich Hege, 2003. "Workouts, court-supervised reorganization and the choice between private and public debt," Post-Print hal-00459899, HAL.
- Reisz, Alexander S. & Perlich, Claudia, 2007. "A market-based framework for bankruptcy prediction," Journal of Financial Stability, Elsevier, vol. 3(2), pages 85-131, July.
- Magalhaes, Manuela, 2020. "The impact of financial constraints on tradable and non-tradable R&D investments in Portugal," MPRA Paper 100348, University Library of Munich, Germany.
- Betz, Jennifer & Kellner, Ralf & Rösch, Daniel, 2016. "What drives the time to resolution of defaulted bank loans?," Finance Research Letters, Elsevier, vol. 18(C), pages 7-31.
- Martina Nardon, 2005. "Valuing defaultable bonds: an excursion time approach," Finance 0511015, University Library of Munich, Germany.
- Jennifer Betz & Ralf Kellner & Daniel Rösch, 2021. "Time matters: How default resolution times impact final loss rates," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 619-644, June.
- Zhang, Andrew Jianzhong, 2012. "Distress risk premia in expected stock and bond returns," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 225-238.
- Pascal François & Alon Raviv, 2014. "Heterogeneous Beliefs and the Choice Between Private Restructuring and Formal Bankruptcy," Cahiers de recherche 1401, CIRPEE.
- Arthur Zillante & Peter M. Schwarz & Dustin C. Read, 2014. "Land Aggregation Using Contingent and Guaranteed Payments," Southern Economic Journal, John Wiley & Sons, vol. 80(3), pages 702-727, January.
- Annabi, Amira & Breton, Michèle & François, Pascal, 2021. "Could Chapter 11 redeem itself? Wealth and welfare effects of the redemption option," International Review of Law and Economics, Elsevier, vol. 67(C).
- Goodwin, John & Routledge, James, 2021. "Determinants of the duration of the voluntary administration process: An unconditional quantile regression analysis," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(3).
- Betz, Jennifer & Krüger, Steffen & Kellner, Ralf & Rösch, Daniel, 2020. "Macroeconomic effects and frailties in the resolution of non-performing loans," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Abel Elizalde, 2006. "Credit Risk Models II: Structural Models," Working Papers wp2006_0606, CEMFI.
- Orbe Lizundia, Jesús María & Ferreira García, María Eva & Núñez Antón, Vicente Alfredo, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Ayadi, Mohamed A. & Lazrak, Skander & Welch, Robert, 2017. "Determinants of bankruptcy regime choice for Canadian public firms," Research in International Business and Finance, Elsevier, vol. 42(C), pages 161-172.
- Orbe, Jesus & Ferreira, Eva & Nunez-Anton, Vicente, 2001. "Modelling the duration of firms in Chapter 11 bankruptcy using a flexible model," Economics Letters, Elsevier, vol. 71(1), pages 35-42, April.
- Aysun, Uluc, 2015. "Duration of bankruptcy proceedings and monetary policy effectiveness," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 295-302.