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Default recovery rates in credit risk modeling:A review of the literature and empirical evidence. Altman,E,A Resti,and A Sironi. Economic Notes . 2004
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Jean-Guy.Default risk in corpo-rate yield spreads. Dionne,Georges,Gauthier,Genevieve,Hammami,Khemais,Maurice,Mathieu,and Simonato. http://neumann.hec.ca/gestiondesrisques/05-08.pdf . 2005
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Explaining the rate spread on corporate bonds. Elton,E,M Gruber,D Agrawal,and C Mann. The Journal of Finance . 2001
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Contingent claim analysis of corporate capital structure:An empirical investigation. Jones,Mason,and Rosenfeld. Journal of Fi-nance . 1984
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Determinants of credit spread changes. Collin-Dufresne,P,R Goldstein,and S Martin. The Journal of Finance . 2001
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Is default event risk priced in corporate bonds?. Driessen,J. Review of Finance . 2005
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Continuous-time methods in France:A review and an assessment. Sundaresan,Suresh M. The Journal of Finance . 2000
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The dynamics of the corporate credit spread:Evidence from the Korean bond market. Jang,Inwon,,and Kim,David. http://www.docs.fce.unsw.edu.au . 2006