References

• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 1977The Valuation of Corporate Liabilities as Compound Options830 cited
• 1989Measuring Corporate Bond Mortality and Performance426 cited
• 1993Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model407 cited
• 1994Using Default Rates to Model the Term Structure of Credit Risk312 cited
• 1977Bankruptcy, absolute priority, and the pricing of risky debt claims229 cited
• 1979Duration and the Measurement of Basis Risk225 cited
• 1991Returns and Volatility of Low‐Grade Bonds 1977–1989186 cited
• 1990Default Risk and the Duration of Zero Coupon Bonds150 cited
• 1986The valuation of floating-rate instruments114 cited
• 1987The Default Premium and Corporate Bond Experience113 cited
• 1988Duration Analysis: Managing Interest Rate Risk.95 cited
• 1979Bond Immunization When Short-Term Interest Rates Fluctuate More than Long-Term Rates