References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
• 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
• 1991Continuous-Time Finance.1,788 cited
• 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
• 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
• 1977The Valuation of Corporate Liabilities as Compound Options830 cited
• 1999Dependence Measures for Extreme Value Analyses