Capital Structure and Asset Prices: Some Effects of Bankruptcy Procedures

152 citations recorded by the source corpus.

Citations in the corpus

A Binomial Lattice Method for Pricing Corporate Debt and Modeling Chapter 11 Proceedings (2007, unknown): “Our numerical method can be used to extend models such as Leland (1994) and FM (2004) to finite maturity debt, discrete coupon payments, or to solve new models such as BCS (2007).”
The Determinants of Credit Default Swap Premia (2009, unknown): “5 A non-exhaustive list of recent contributions would include Longstaff and Schwartz (1995), Anderson and Sundaresan (1996), Leland and Toft (1996), Duffle and Lando (2000), Collin-Dufresne and Goldstein (2001), and François and Morellec (2004).”
Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure (2005, unknown): “See Francois and Morellec (2004) and Fan and Sundaresan (2000) for models with renegotiation.”
A New Procedure for Pricing Parisian Options (2005, unknown): “Gauthier [2002] could solve some real option problems by having recourse to Parisian options: his case study is the valuation of a project when there might be a delay between an investment decision and its implementation.”
Debt Enforcement, Investment, and Risk Taking Across Countries (2013, unknown): “A recent strand of this literature shows that bankruptcy codes with fewer renegotiation frictions lead to larger debt reductions and reduce equity risk (see Fan and Sundaresan, 2000; François and Morellec 2004; or Davydenko and Strebulaev, 2007).”