References

• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
• 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 cited
• 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
• 1996Firm-specific information and the correlation between individual stocks and bonds411 cited
• 1989Some Empirical Estimates of the Risk Structure of Interest Rates258 cited
• 2001On the Term Structure of Default Premia in the Swap and LIBOR Markets228 cited
• 1991The Investment Performance of Low‐grade Bond Funds154 cited
• 1998Systematic Risk in Corporate Bond Credit Spreads128 cited
• 2003Explaining Credit Spread Changes70 cited