References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1987Parsimonious Modeling of Yield Curves2,918 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
• 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 cited
• 2006An Empirical Analysis of the Dynamic Relation between Investment-Grade Bonds and Credit Default Swaps629 cited
• 1994Estimating and Interpreting Forward Interest Rates: Sweden 1992 - 1994588 cited
• 2006An Empirical Comparison of Credit Spreads between the Bond Market and the Credit Default Swap Market540 cited
• 1991Liquidity, Maturity, and the Yields on U.S. Treasury Securities503 cited
• 2000Valuing Credit Default Swaps I426 cited
• 2004An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps386 cited
• 2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States