References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 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
• 1974Spatial Interaction and the Statistical Analysis of Lattice Systems6,140 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
• 2004Default Risk in Equity Returns1,997 cited
• 1989Dynamic Capital Structure Choice: Theory and Tests1,572 cited
• 2003The Impact of Jumps in Volatility and Returns1,469 cited
• 2004Assessing the Probability of Bankruptcy1,357 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2006Multi-period corporate default prediction with stochastic covariates973 cited