References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1995Comparing Predictive Accuracy5,214 cited
• 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
• 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
• 2000Financial Contagion3,393 cited
• 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
• 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
• 2008A New Measure of Financial Openness2,090 cited