Browse by JEL codes

A

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, Gonzalez-Uribe, Juanita ORCID: 0000-0002-1945-7372 and Martinez-Correa, Jimmy (2019) Measuring the ex-ante incentive effects of bankruptcy reorganization procedures. . SSRN.

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, Gonzalez-Uribe, Juanita ORCID: 0000-0002-1945-7372 and Martinez-Correa, Jimmy (2020) Measuring the ex-ante incentive effects of bankruptcy reorganization procedures. Financial Markets Group Discussion Papers (799). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Agrawal, Ashwini ORCID: 0000-0003-0865-9144, Gonzalez-Uribe, Juanita ORCID: 0000-0002-1945-7372 and Martinez-Correa, Jimmy (2022) Measuring the ex-ante incentive effects of creditor control rights during bankruptcy reorganization. Journal of Financial Economics, 143 (1). 381 - 408. ISSN 0304-405X

Agrawal, Ashwini K. and Matsa, David A. (2013) Labor unemployment risk and corporate financing decisions. Journal of Financial Economics, 108 (2). pp. 449-470. ISSN 0304-405X

Anderson, Ronald W. and Sundaresan, Suresh (2000) A comparative study of structural models of corporate bond yields: an exploratory investigation. Journal of Banking and Finance, 24 (1-2). pp. 255-269. ISSN 0378-4266

Araujo, Aloisio and Funchal, Bruno (2005) Bankruptcy law in Latin America: past and future. Economía, 6 (1). 149 - 216. ISSN 1529-7470

Avgouleas, Emilios, Goodhart, Charles and Schoenmaker, Dirk (2013) Bank Resolution Plans as a catalyst for global financial reform. Journal of Financial Stability, 9 (2). pp. 210-218. ISSN 1572-3089

B

Beaver, William H, Cascino, Stefano ORCID: 0000-0002-6703-741X, Correia, Maria ORCID: 0000-0002-1766-9427 and McNichols, Maureen F. (2019) Group affiliation and default prediction. Management Science, 65 (8). pp. 3559-3584. ISSN 0025-1909

Bolton, Patrick and Oehmke, Martin ORCID: 0000-0001-9902-0711 (2019) Bank resolution and the structure of global banks. Review of Financial Studies, 32 (6). 2384 – 2421. ISSN 0893-9454

Bolton, Patrick and Oehmke, Martin ORCID: 0000-0001-9902-0711 (2018) Bank resolution and the structure of global banks. Financial Markets Group Discussion Papers (778). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bosio, Erica, Djankov, Simeon ORCID: 0000-0002-0822-6456, Jolevski, Filip and Ramalho, Rita (2020) Survival of firms during economic crisis. Financial Markets Group Discussion Papers (797). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bruche, Max and Gonzalez-Aguado, Carlos (2006) Recovery rates, default probabilities and the credit cycle. Financial Markets Group Discussion Papers (572). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Bryson, Alex, Forth, John and Zhou, Minghai (2012) CEO bonding: who posts performance bonds and why? NIESR discussion papers (389). The National Institute of Economic and Social Research, London, UK.

C

Cornelli, Francesca and Felli, Leonardo (2010) How to sell a (bankrupt) company? . Centre for Economic Policy Research (Great Britain), London, UK.

Cornelli, Francesca and Felli, Leonardo (2000) How to sell a (bankrupt) company? . CESifo, Munich, Germany.

Cornelli, Francesca and Felli, Leonardo (1998) Revenue efficiency and change of control: the case of bankruptcy. CEPR Discussion Paper (2030). Centre for Economic Policy Research (Great Britain), London, UK.

Cornelli, Francesca and Felli, Leonardo (1998) Revenue efficiency and change of control: the case of bankruptcy. Financial Markets Group Discussion Papers (300). Financial Markets Group, The London School of Economics and Political Science, London, UK.

D

Dessi, Roberta (1997) Implicit contracts, managerial incentives and financial structure. Financial Markets Group Discussion Papers (279). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Donaldson, Jason and Micheler, Eva ORCID: 0000-0002-7922-2436 (2016) Resaleable debt and systemic risk. Systemic Risk Centre Discussion Papers (53). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Donaldson, Jason Roderick and Micheler, Eva ORCID: 0000-0002-7922-2436 (2018) Resaleable debt and systemic risk. Journal of Financial Economics, 127 (3). 485 - 504. ISSN 0304-405X

F

Farmer, J. Doyne, Goodhart, C. A. E. and Kleinnijenhuis, Alissa M. (2020) Systemic implications of the bail-in design: a precis of our main text. SUERF Policy Notes (257). SUERF The European Money and Finance Forum, Vienna, AT.

Florou, Annita, Kosi, Urska and Pope, Peter F. (2017) Are international accounting standards more credit relevant than domestic standards? Accounting and Business Research, 47 (1). pp. 1-29. ISSN 0001-4788

Frantz, Pascal and Instefjord, Norvald (2012) Debt overhang and debt restructuring. . Social Science Research Network.

Frantz, Pascal and Instefjord, Norvald (2019) Debt overhang and non-distressed debt restructuring. Journal of Financial Intermediation, 37. pp. 75-88. ISSN 1042-9573

G

Gale, Douglas and Gottardi, Piero (2013) Capital structure and investment dynamics with fire sales. Systemic Risk Centre Discussion Papers (7). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gale, Douglas and Gottardi, Piero (2014) Capital structure, investment, and fire sales. Systemic Risk Centre Discussion Papers (23). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Gale, Douglas and Yorulmazer, Tanju (2011) Liquidity hoarding. Financial Markets Group Discussion Papers (682). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Goodhart, C. A. E., Peiris, M. U., Tsomocos, Dimitrios P and Wang, Xuan (2021) Corporate legacy debt, inflation, and the efficacy of monetary policy. Monetary Economics and Fluctuations (DP16799). Centre for Economic Policy Research (Great Britain), London, UK.

Goodhart, Charles (2013) Ratio controls need reconsideration. Journal of Financial Stability, 9 (3). pp. 445-450. ISSN 1572-3089

Goodhart, Charles and Segoviano, Miguel A. (2015) Optimal bank recovery. Working paper (WP/15/217). International Monetary Fund, Washington. ISBN 9781513584263

H

Hege, Ulrich and Mella-Barral, Pierre (2000) Collateral, renegotiation and the value of diffusely held debt. Financial Markets Group Discussion Papers (339). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Huang, Chong, Oehmke, Martin ORCID: 0000-0001-9902-0711 and Zhong, Hongda (2019) A theory of multiperiod debt structure. Review of Financial Studies, 32 (11). 4447 - 4500. ISSN 0893-9454

Hüser, Anne-Caroline, Lepore, Caterina and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2024) How does the repo market behave under stress? Evidence from the COVID-19 crisis. Journal of Financial Stability, 70. ISSN 1572-3089

K

Kehoe, Patrick J. (2017) Fiscal unions redux. CFM discussion paper series (CFM-DP2017-12). Centre For Macroeconomics, London, UK.

M

Morris, Stephen and Shin, Hyun Song (2001) Coordination risk and the price of debt. Financial Markets Group Discussion Papers (373). Financial Markets Group, The London School of Economics and Political Science, London, UK.

O

Onaga, Tomokatsu, Caccioli, Fabio and Kobayashi, Teruyoshi (2023) Financial fire sales as continuous-state complex contagion. Physical Review Research, 5 (4). ISSN 2643-1564

P

Pang, Raymond Ka-Kay and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2023) Assessing and mitigating fire sales risk under partial information. Journal of Banking and Finance, 155. ISSN 0378-4266

R

Ritschl, Albrecht (2012) The German transfer problem, 1920-1933: a sovereign debt perspective. European Review of History, 19 (6). pp. 943-964. ISSN 1350-7486

V

Vayanos, Dimitri ORCID: 0000-0002-0944-4914 (2012) Theories of liquidity. Foundations and Trends in Finance, 6 (4). pp. 221-317. ISSN 1567-2395

Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2020) Distress and default contagion in financial networks. Mathematical Finance, 30 (3). 705 - 737. ISSN 0960-1627

Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2022) When does portfolio compression reduce systemic risk? Mathematical Finance, 32 (3). 727 - 778. ISSN 0960-1627

Z

Zachariadis, Konstantinos and Olaru, Ioan F. (2012) The impact of security trading on corporate restructurings. .

Ziemba, Bill and Lleo, Sebastien (2014) How to lose money in derivatives: examples from hedge funds and bank trading departments. Special Papers (No 2). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre ORCID: 0000-0002-7784-4231 (2014) Systems and systemic risk in finance and economics. Special Papers (No 1). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.