Structural models of corporate bond pricing with personal taxes, Howard Qi, Sheen Liu, Chunchi Wu
College of Business Publications

Predict default correlation from equity correlation, Howard Qi, Yan Alice Xie, Sheen Liu, Chunchi Wu
College of Business Publications

On the calibration of structural credit spread models, Howard Qi, Sheen Liu, Chunchi Wu
College of Business Publications

Personal taxes, endogenous default, and corporate bond yield spreads, Sheen X. Liu, Howard Qi, Chunchi Wu
College of Business Publications