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Publications by Ayla Kayhan

Are Corporate Default Probabilities Consistent With the Static Tradeoff Theory?

English

Firms' Histories and Their Capital Structures

SSRN Electronic Journal

English

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Assessing the Estimation Uncertainty of Default Probabilities

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Country Default Probabilities: Assessing and Backtesting

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Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities

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Multi-Period Corporate Default Prediction With Stochastic Covariates

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Can the Tradeoff Theory Explain Debt Structure?

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Default Risk in Corporate Yield Spreads

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Static Magnetic Field Models Consistent With Nearly Isotropic Plasma Pressure

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Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News

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Model Uncertainty and Aggregated Default Probabilities: New Evidence From Austria

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