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Cited by

• 2011Modeling the effect of macroeconomic factors on corporate default and credit rating transitions194 cited
• 2004Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence194 cited
• 2003Credit risk measurement and procyclicality177 cited
• 2005Measuring Investment Distortions when Risk‐Averse Managers Decide Whether to Undertake Risky Projects155 cited
• 2006Valuing Credit Derivatives Using an Implied Copula Approach153 cited
• 2003Explaining credit default swap premia146 cited
• 2007The Levered Equity Risk Premium and Credit Spreads: A Unified Framework123 cited
• 2005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads107 cited
• 2008& The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications100 cited
• 2008Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence81 cited
• 2014The impact of issuer-pay on corporate bond rating properties: Evidence from Moody׳s and S&P׳s initial adoptions76 cited
• 2003Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence72 cited
• 2016Private Equity Firms’ Reputational Concerns and the Costs of Debt Financing