References

• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 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
• 2004Assessing the Probability of Bankruptcy1,357 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 2001Do Credit Spreads Reflect Stationary Leverage Ratios?765 cited
• 2001Counterparty Risk and the Pricing of Defaultable Securities662 cited
• 1996Design and Valuation of Debt Contracts591 cited
• 2007Good and bad credit contagion: Evidence from credit default swaps☆588 cited
• 2004The institutional memory hypothesis and the procyclicality of bank lending behavior