References

• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,230 cited
• 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
• 1966Financial Ratios As Predictors of Failure4,753 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,422 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,119 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk2,029 cited
• 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
• 1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
• 1990DEVELOPMENT OF A CLASS OF STABLE PREDICTIVE VARIABLES: THE CASE OF BANKRUPTCY PREDICTION336 cited
• 1999Probabilistic Neural Networks in Bankruptcy Prediction277 cited
• 2000Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications257 cited
• 2013Predicting financial distress of companies: revisiting the Z-Score and ZETA® models247 cited
• 2001Default and Recovery Rates of Corporate Bond Issuers: 2000228 cited