Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Reis, J. M. & Dias, J. C. (N/A). Dynamic debt with intensity-based models. Journal of Futures Markets. N/A
Exportar Referência (IEEE) 
J. M. Reis and J. C. Dias,  "Dynamic debt with intensity-based models", in Journal of Futures Markets, vol. N/A, N/A
Exportar BibTeX 
@article{reisN/A_1764979019117,
	author = "Reis, J. M. and Dias, J. C.",
	title = "Dynamic debt with intensity-based models",
	journal = "Journal of Futures Markets",
	year = "N/A",
	volume = "N/A",
	number = "",
	doi = "10.1002/fut.70057",
	url = "https://onlinelibrary.wiley.com/journal/10969934"
}
Exportar RIS 
TY  - JOUR
TI  - Dynamic debt with intensity-based models
T2  - Journal of Futures Markets
VL  - N/A
AU  - Reis, J. M.
AU  - Dias, J. C.
PY  - N/A
SN  - 0270-7314
DO  - 10.1002/fut.70057
UR  - https://onlinelibrary.wiley.com/journal/10969934
AB  - This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model to the case of subordinated debt. While empirical behaviors are emulated, the impacts of dynamic debt over the credit spreads are explored. In this model, the possibility of debt increases magnifies credit spreads and the reverse occurs for the possibility of debt decreases.
ER  -