References

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• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1987The Information in Long-Maturity Forward Rates1,552 cited
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 2003Equity Volatility and Corporate Bond Yields1,194 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?741 cited
• 1996Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991691 cited
• 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
• 2004Accounting transparency and the term structure of credit spreads480 cited
• 1995Federal Reserve interest rate targeting, rational expectations, and the term structure373 cited
• 1999The Slope of the Credit Yield Curve for Speculative‐Grade Issuers300 cited