JEL classification

Journal of Economic Literature Classification (10696) G - Financial Economics (1812) G3 - Corporate Finance and Governance (486) G33 - Bankruptcy; Liquidation (46)
Number of items at this level: 46.
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  • Agrawal, Ashwini, Gonzalez-Uribe, Juanita, Martinez-Correa, Jimmy (2019). Measuring the ex-ante incentive effects of bankruptcy reorganization procedures. SSRN. https://doi.org/10.2139/ssrn.3435653
  • Anderson, Ronald W., Sundaresan, Suresh (2000). A comparative study of structural models of corporate bond yields: an exploratory investigation. Journal of Banking and Finance, 24(1-2), 255-269. https://doi.org/10.1016/S0378-4266(99)00059-X
  • Avgouleas, Emilios, Goodhart, Charles, Schoenmaker, Dirk (2013). Bank Resolution Plans as a catalyst for global financial reform. Journal of Financial Stability, 9(2), 210-218. https://doi.org/10.1016/j.jfs.2011.12.002
  • Bryson, Alex, Forth, John, Zhou, Minghai (2012). CEO bonding who posts performance bonds and why? (NIESR discussion papers 389). The National Institute of Economic and Social Research.
  • Cornelli, Francesca, Felli, Leonardo (2000). How to sell a (bankrupt) company? CESifo.
  • Cornelli, Francesca, Felli, Leonardo (1998). Revenue efficiency and change of control: the case of bankruptcy. (CEPR Discussion Paper 2030). Centre for Economic Policy Research (Great Britain).
  • Farmer, J. Doyne, Goodhart, C. A. E., 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.
  • Frantz, Pascal, Instefjord, Norvald (2012). Debt overhang and debt restructuring. Social Science Research Network.
  • Goodhart, Charles (2013). Ratio controls need reconsideration. Journal of Financial Stability, 9(3), 445-450. https://doi.org/10.1016/j.jfs.2013.02.001
  • Goodhart, Charles, Segoviano, Miguel A. (2015). Optimal bank recovery. (Working paper WP/15/217). International Monetary Fund.
  • Ritschl, Albrecht (2012). The German transfer problem, 1920-1933: a sovereign debt perspective. European Review of History, 19(6), 943-964. https://doi.org/10.1080/13507486.2012.739147
  • Vayanos, Dimitri (2012). Theories of liquidity. Foundations and Trends in Finance, 6(4), 221-317. https://doi.org/10.1561/0500000014
  • Zachariadis, Konstantinos, Olaru, Ioan F. (2012). The impact of security trading on corporate restructurings.
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  • Agrawal, Ashwini, Gonzalez-Uribe, Juanita, 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. picture_as_pdf
  • Agrawal, Ashwini K., Matsa, David A. (2013). Labor unemployment risk and corporate financing decisions. Journal of Financial Economics, 108(2), 449-470. https://doi.org/10.1016/j.jfineco.2012.11.006
  • Agrawal, Ashwini, Gonzalez-Uribe, Juanita, 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. https://doi.org/10.1016/j.jfineco.2021.09.020 picture_as_pdf
  • Araujo, Aloisio, Funchal, Bruno (2005). Bankruptcy law in Latin America: past and future. Economía, 6(1), 149 - 216. https://doi.org/10.1353/eco.2006.0002 picture_as_pdf
  • Beaver, William H, Cascino, Stefano, Correia, Maria, McNichols, Maureen F. (2019). Group affiliation and default prediction. Management Science, 65(8), 3559-3584. https://doi.org/10.1287/mnsc.2018.3128
  • Bolton, Patrick, Oehmke, Martin (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. picture_as_pdf
  • Bolton, Patrick, Oehmke, Martin (2019). Bank resolution and the structure of global banks. Review of Financial Studies, 32(6), 2384 – 2421. https://doi.org/10.1093/rfs/hhy123 picture_as_pdf
  • Bosio, Erica, Djankov, Simeon, Jolevski, Filip, 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. picture_as_pdf
  • Bruche, Max, 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.
  • Cascino, Stefano, Széles, Máté, Veenman, David (2025). Does CEO inside debt really improve financial reporting quality? European Accounting Review, picture_as_pdf
  • Cornelli, Francesca, Felli, Leonardo (2010). How to sell a (bankrupt) company? Centre for Economic Policy Research (Great Britain).
  • Cornelli, Francesca, 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. picture_as_pdf
  • 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. picture_as_pdf
  • Donaldson, Jason, Micheler, Eva (2016). Resaleable debt and systemic risk. (Systemic Risk Centre Discussion Papers 53). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Donaldson, Jason Roderick, Micheler, Eva (2018). Resaleable debt and systemic risk. Journal of Financial Economics, 127(3), 485 - 504. https://doi.org/10.1016/j.jfineco.2017.12.005
  • Florou, Annita, Kosi, Urska, Pope, Peter F. (2017). Are international accounting standards more credit relevant than domestic standards? Accounting and Business Research, 47(1), 1-29. https://doi.org/10.1080/00014788.2016.1224968
  • Frantz, Pascal, Instefjord, Norvald (2019). Debt overhang and non-distressed debt restructuring. Journal of Financial Intermediation, 37, 75-88. https://doi.org/10.1016/j.jfi.2018.08.002
  • Gale, Douglas, 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.
  • Gale, Douglas, 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.
  • Gale, Douglas, Yorulmazer, Tanju (2011). Liquidity hoarding. (Financial Markets Group Discussion Papers 682). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
  • Goodhart, C. A. E., Peiris, M. U., Tsomocos, Dimitrios P, 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). picture_as_pdf
  • Hadjiemmanuil, Christos (2025). Bail-in's unfulfilled promise. European Business Organization Law Review, 26(1), 89 - 111. https://doi.org/10.1007/s40804-025-00338-9 picture_as_pdf
  • Hege, Ulrich, 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. picture_as_pdf
  • Huang, Chong, Oehmke, Martin, Zhong, Hongda (2019). A theory of multiperiod debt structure. Review of Financial Studies, 32(11), 4447 - 4500. https://doi.org/10.1093/rfs/hhz026 picture_as_pdf
  • Hüser, Anne-Caroline, Lepore, Caterina, Veraart, Luitgard A. M. (2024). How does the repo market behave under stress? Evidence from the COVID-19 crisis. Journal of Financial Stability, 70, https://doi.org/10.1016/j.jfs.2023.101193 picture_as_pdf
  • Kehoe, Patrick J. (2017). Fiscal unions redux. (CFM discussion paper series CFM-DP2017-12). Centre For Macroeconomics.
  • Morris, Stephen, 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. picture_as_pdf
  • Onaga, Tomokatsu, Caccioli, Fabio, Kobayashi, Teruyoshi (2023). Financial fire sales as continuous-state complex contagion. Physical Review Research, 5(4). https://doi.org/10.1103/PhysRevResearch.5.043123 picture_as_pdf
  • Pang, Raymond Ka-Kay, Veraart, Luitgard A. M. (2023). Assessing and mitigating fire sales risk under partial information. Journal of Banking and Finance, 155, https://doi.org/10.1016/j.jbankfin.2023.106989 picture_as_pdf
  • Veraart, Luitgard A. M. (2020). Distress and default contagion in financial networks. Mathematical Finance, 30(3), 705 - 737. https://doi.org/10.1111/mafi.12247 picture_as_pdf
  • Veraart, Luitgard A. M. (2022). When does portfolio compression reduce systemic risk? Mathematical Finance, 32(3), 727 - 778. https://doi.org/10.1111/mafi.12346 picture_as_pdf
  • Ziemba, Bill, 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.
  • Zigrand, Jean-Pierre (2014). Systems and systemic risk in finance and economics. (Special Papers No 1). Systemic Risk Centre, The London School of Economics and Political Science.