this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
- 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
- 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
- 2004Default Risk in Equity Returns1,997 cited
- 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
- 1998Agency Costs, Risk Management, and Capital Structure1,495 cited
- 2004Assessing the Probability of Bankruptcy1,357 cited
- 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
- 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
- 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
- 2001Do Credit Spreads Reflect Stationary Leverage Ratios?765 cited
- 1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?741 cited
- 1986Pricing Risk‐Adjusted Deposit Insurance: An Option‐Based Model
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work