id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
fsr-3729	Fields, Joseph A.; Kidwell , David S.; Klein, Linda S.	Coupon Resets Versus Poison Puts: The Valuation of Event Risk Provisions in Corporate Debt	1994	14	.pdf	application/pdf	6946	341	63	The coupon reset bonds tend to have the longest term to maturity, although both types of event risk bonds have longer terms to maturity than the control sample. Bicksler and Chen (1992) extend previous work on protective covenants by developing a theoretical model to specifically examine the valuation of bonds with event risk provisions.	cache/fsr-3729.pdf	txt/fsr-3729.txt