References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
• 2001The Determinants of Credit Spread Changes2,253 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
• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
• 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 cited
• 2003Applied Time Series Modelling and Forecasting692 cited
• 1994Identification of the long-run and the short-run structure an application to the ISLM model646 cited
• 2004Applied time series modelling and forecasting544 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt406 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads