Estimating the tax-timing option value of corporate bonds

DOI10.1142/9789811202391_0128zbMATH Open1454.91349OpenAlexW3080429177MaRDI QIDQ5139579FDOQ5139579

Authors: Peter Huaiyu Chen, Sheen Liu, Chunchi Wu 

Publication date: 9 December 2020

Published in: Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811202391_0128

Recommendations

• scientific article; zbMATH DE number 1536472
• A note on the valuation of risky corporate bonds
• The pricing of credit risk derivatives
• Evaluating corporate bonds with complicated liability structures and bond provisions
• Corporate bond pricing model with stochastically volatile firm value process

zbMATH Keywords

default risktransaction costoptionasymmetric taxescapital gaintax timing

Mathematics Subject Classification ID

Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (1)

• Tax liens: a novel application of asset pricing theory

This page was built for publication: Estimating the tax-timing option value of corporate bonds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139579)