A structural model of debt pricing with creditor-determined liquidation
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Publication:964566
DOI10.1016/J.JEDC.2010.01.005zbMATH Open1202.91106OpenAlexW3125458555MaRDI QIDQ964566FDOQ964566
Authors: Max Bruche, Hassan Naqvi 
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/2791/1/Bruche-Naqvi_JEDC10.pdf
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Cites Work
Cited In (11)
- Structural default model with mutual obligations
- Credit spread and liquidation value-based debt financing constraint
- FINANCING AND INVESTMENT STRATEGIES UNDER CREDITOR-MAXIMIZED LIQUIDATION
- Resolution of financial distress under Chapter 11
- Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model
- A dynamic program for valuing corporate securities
- The use of equity financing in debt renegotiation
- Dividends and leverage: how to optimally exploit a non-renewable investment
- THE PRICING OF DEBT AND PARETO-OPTIMAL FINANCING UNDER ENDOGENOUS BANKRUPTCY
- Game theoretic analysis of negotiations under bankruptcy
- Do country-level creditor protections affect firm-level debt structure concentration?
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