References

• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1977Estimating betas from nonsynchronous data2,751 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 1991Common Factors Affecting Bond Returns1,796 cited
• 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1991Financial Investment Opportunities and the Macroeconomy844 cited
• 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates552 cited
• 1996Firm-specific information and the correlation between individual stocks and bonds411 cited
• 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
• 1994Using Default Rates to Model the Term Structure of Credit Risk312 cited
• 1991Corporate bond valuation and the term structure of credit spreads234 cited
• 2008A Markov Model for the Term Structure of Credit Risk Spreads193 cited
• 1993The Pricing of Risky Debt When Interest Rates are Stochastic191 cited
• 1991The Default Risk of Swaps161 cited