this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
- 1979On financial contracting2,901 cited
- 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
- 1986Understanding spurious regressions in econometrics1,782 cited
- 1995Dynamic Econometrics1,199 cited
- 1995Aggregate mutual fund flows and security returns734 cited
- 1991Window Dressing by Pension Fund Managers689 cited
- 1976Valuing Corporate Securities: Some Effects of Bond Indenture Provisions461 cited
- 1959Determinants of Risk Premiums on Corporate Bonds460 cited
- 1989Measuring Corporate Bond Mortality and Performance426 cited
- 1987THE INFORMATIONAL CONTENT OF BOND RATINGS263 cited
- 1987The Default Premium and Corporate Bond Experience
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work