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Emerging market debt: measuring credit quality and examining relative pricing
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Emerging market debt: measuring credit quality and examining relative pricing (2001)Emerging market debt: measuring credit qu…A Markov Model for the Term Structure of Credit Risk Spreads (2008)A Markov Model for the Term S…Pricing Credit-Sensitive Debt When Interest Rates, Credit Ratings and Credit Spreads are Stochastic (1996)Pricing Credit-Sensitive Debt…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds (1996)Estimating the Likelihood of …A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model (1993)Does Default Risk in Coupons …Determinants of Secondary Market Prices for Developing Country Syndicated Loans (1990)Determinants of Secondary Mar…The debt crisis structural explanations of country performance (1988)The debt crisis structural ex…U.S. Commercial Banks and the Developing-Country Debt Crisis (1987)U.S. Commercial Banks and the…The pricing of bonds and bank loans in international markets (1986)The pricing of bonds and bank…The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing (1985)The Pricing of Bonds and Bank…An Analytic Model of Bond Risk Differentials (1975)An Analytic Model of Bond Ris…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…LDC Foreign Borrowing and Default Risk: An Empirical Investigation, 1976-80 (1984)The theory and practice of econometrics (1986)The Evolution and Determinants of Emerging Market Credit Spreads in the 1990s (1999)How Sovereign is Sovereign Credit Risk? (2007)Mispricing of Sovereign Risk and Macroeconomic Stability in the Eurozone* (2012)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Term Structure Dynamics in Theory and Reality (2003)Structural models of credit risk are useful: Evidence from hedge ratios on corporate bonds☆ (2008)Corporate bond default risk: A 150-year perspective (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Default Risk in Equity Returns (2004)Debt with Potential Repudiation: Theoretical and Empirical Analysis (1981)The Current Account and Macroeconomic Adjustment in the 1970s (1981)The Evolution and Determinants of Emerging Markets Credit Spreads in the 1990s (2005)The cost of capital, corporation finance and the theory of investment (2008)A Jump-Diffusion Approach to Modeling Credit Risk and Valuing Defaultable Securities (1997)Continuous‐Time Methods in Finance: A Review and an Assessment (2000)Feedback effects of credit ratings (2013)Valuing Credit Default Swaps II (2001)Market conditions, default risk and credit spreads (2009)An Analysis of Default Correlations and Multiple Defaults (2001)A barrier option framework for corporate security valuation (2003)Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? (2006)
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References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1993Does Default Risk in Coupons Affect the Valuation of Corporate Bonds?: A Contingent Claims Model407 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt406 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads319 cited
  • 1986The pricing of bonds and bank loans in international markets274 cited
  • 1996Pricing Credit-Sensitive Debt When Interest Rates, Credit Ratings and Credit Spreads are Stochastic249 cited
  • 1985The Pricing of Bonds and Bank Loans in International Markets: An Empirical Analysis of Developing Countries' Foreign Borrowing248 cited
  • 1988The debt crisis structural explanations of country performance240 cited
  • 2008A Markov Model for the Term Structure of Credit Risk Spreads193 cited
  • 1987U.S. Commercial Banks and the Developing-Country Debt Crisis136 cited
  • 1990Determinants of Secondary Market Prices for Developing Country Syndicated Loans

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129 cited
  • 1996Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds84 cited
  • 1975An Analytic Model of Bond Risk Differentials72 cited
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