References

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• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
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• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2006Multi-period corporate default prediction with stochastic covariates973 cited
• 2004Bankruptcy Prediction with Industry Effects810 cited
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• 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
• 2007Common Failings: How Corporate Defaults Are Correlated583 cited
• 2009Frailty Correlated Default547 cited
• 2009Credit Contagion from Counterparty Risk466 cited
• 2011Industry contagion in loan spreads190 cited
• 2007