ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
The Journal of Finance· 1974-05-01· article· 10,779 citationsbronze
Credit Risk and Financial RegulationsCorporate Finance and GovernanceStochastic processes and financial applications
Abstract
1. Of course, this assumption does not rule out serial dependence in the earnings of the firm.
Cite this
Robert C. Merton (1974). ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1974.tb03058.x
@article{c1974on,
title = {ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*},
author = {Merton, Robert C.},
year = {1974},
journal = {The Journal of Finance},
doi = {10.1111/j.1540-6261.1974.tb03058.x}
}Citations in this library
Stored only when both papers are in the corpus — 10,779 citations exist upstream.