메뉴 건너뛰기




Volumn 54, Issue 6, 1999, Pages 2317-2337

Call options, points, and dominance restrictions on debt contracts

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0040843308     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00190     Document Type: Article
Times cited : (10)

References (21)
  • 1
    • 0001261043 scopus 로고
    • Risk premiums in the term structure: Evidence from artificial economies
    • Backus, David, Allan Gregory, and Stanley Zin, 1989, Risk premiums in the term structure: Evidence from artificial economies, Journal of Monetary Economics 24, 871-399.
    • (1989) Journal of Monetary Economics , vol.24 , pp. 871-1399
    • Backus, D.1    Gregory, A.2    Zin, S.3
  • 2
    • 0041112890 scopus 로고    scopus 로고
    • General properties of options prices
    • Bergman, Yaacov, Bruce Grundy, and Zvi Wiener, 1996, General properties of options prices, Journal of Finance 51, 1573-1610.
    • (1996) Journal of Finance , vol.51 , pp. 1573-1610
    • Bergman, Y.1    Grundy, B.2    Wiener, Z.3
  • 3
    • 0001729917 scopus 로고    scopus 로고
    • A simple approach for deciding when to invest
    • forthcoming
    • Berk, Jonathan, 1999, A simple approach for deciding when to invest, American Economic Review, forthcoming.
    • (1999) American Economic Review
    • Berk, J.1
  • 4
    • 84993914936 scopus 로고
    • Interest rates as options
    • Black, Fischer, 1995, Interest rates as options, Journal of Finance 50, 1371-1376.
    • (1995) Journal of Finance , vol.50 , pp. 1371-1376
    • Black, F.1
  • 5
    • 84977725256 scopus 로고
    • Adverse selection in a model of real estate lending
    • Chari, V. V., and Ravi Jagannathan, 1989, Adverse selection in a model of real estate lending, Journal of Finance 44, 499-508.
    • (1989) Journal of Finance , vol.44 , pp. 499-508
    • Chari, V.V.1    Jagannathan, R.2
  • 6
    • 84869459663 scopus 로고
    • A survey of some new results in financial option pricing theory
    • Cox, John, and Stephen Ross, 1976, A survey of some new results in financial option pricing theory, Journal of Finance 31, 383-402.
    • (1976) Journal of Finance , vol.31 , pp. 383-402
    • Cox, J.1    Ross, S.2
  • 7
    • 0005189398 scopus 로고
    • The relative pricing of high-yield corporate debt: The case of RJR Nabisco holdings capital corporation
    • Dammon, Robert, Kenneth Dunn, and Chester Spatt, 1993, The relative pricing of high-yield corporate debt: The case of RJR Nabisco Holdings Capital Corporation, American Economic Review 83, 1090-1111.
    • (1993) American Economic Review , vol.83 , pp. 1090-1111
    • Dammon, R.1    Dunn, K.2    Spatt, C.3
  • 9
    • 84977325646 scopus 로고
    • Valuation of GNMA mortgage-backed securities
    • Dunn, Kenneth, and John McConnell, 1981, Valuation of GNMA mortgage-backed securities, Journal of Finance 36, 599-616.
    • (1981) Journal of Finance , vol.36 , pp. 599-616
    • Dunn, K.1    McConnell, J.2
  • 10
    • 0001343573 scopus 로고
    • An analysis of mortgage contracting: Prepayment penalties and the due-on-sale clause
    • Dunn, Kenneth, and Chester Spatt, 1985, An analysis of mortgage contracting: Prepayment penalties and the due-on-sale clause, Journal of Finance 40, 293-308.
    • (1985) Journal of Finance , vol.40 , pp. 293-308
    • Dunn, K.1    Spatt, C.2
  • 12
    • 0002322083 scopus 로고
    • Private information and incentives: Implications for mortgage contract terms and pricing
    • Dunn, Kenneth, and Chester Spatt, 1988, Private information and incentives: Implications for mortgage contract terms and pricing, Journal of Real Estate Finance and Economics 1, 47-60.
    • (1988) Journal of Real Estate Finance and Economics , vol.1 , pp. 47-60
    • Dunn, K.1    Spatt, C.2
  • 13
    • 0010590729 scopus 로고    scopus 로고
    • Long forward and zero-coupon rates can never fall
    • Dybvig, Philip, Jonathan Ingersoll, and Stephen Ross, 1996, Long forward and zero-coupon rates can never fall, Journal of Business 69, 1-25.
    • (1996) Journal of Business , vol.69 , pp. 1-25
    • Dybvig, P.1    Ingersoll, J.2    Ross, S.3
  • 14
    • 0038880609 scopus 로고
    • An analysis of call provisions and the corporate refunding decisions
    • Kraus, Alan, 1983, An analysis of call provisions and the corporate refunding decisions, Midland Corporate Finance Journal 1, 46-60.
    • (1983) Midland Corporate Finance Journal , vol.1 , pp. 46-60
    • Kraus, A.1
  • 17
    • 0015602539 scopus 로고
    • The theory of rational option pricing
    • Merton, Robert, 1973, The theory of rational option pricing, Bell Journal of Economics 4, 141-183.
    • (1973) Bell Journal of Economics , vol.4 , pp. 141-183
    • Merton, R.1
  • 18
    • 0000808665 scopus 로고
    • On the pricing of corporate debt: The risk structure of interest rates
    • Merton, Robert, 1974, On the pricing of corporate debt: The risk structure of interest rates, Journal of Finance 29, 449-470.
    • (1974) Journal of Finance , vol.29 , pp. 449-470
    • Merton, R.1
  • 19
  • 20
    • 0001317539 scopus 로고
    • A simple approach to the valuation of risky streams
    • Ross, Stephen, 1978, A simple approach to the valuation of risky streams, Journal of Business 51, 453-475.
    • (1978) Journal of Business , vol.51 , pp. 453-475
    • Ross, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.