this work references cited by second hopReferences
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
- 1985A Theory of the Term Structure of Interest Rates8,333 cited
- 1973Theory of Rational Option Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 1977An equilibrium characterization of the term structure6,104 cited
- 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
- 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
- 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
- 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
- 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
- 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
- 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
- 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
- 2003Equity Volatility and Corporate Bond Yields1,194 cited
- 2007Corporate Yield Spreads and Bond Liquidity1,087 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work