References

• 1977An equilibrium characterization of the term structure6,104 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 1997A Markov Model for the Term Structure of Credit Risk Spreads1,476 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
• 1998The Relation Between Treasury Yields and Corporate Bond Yield Spreads778 cited
• 2000A comparative anatomy of credit risk models719 cited
• 2003Credit Derivatives Pricing Models366 cited
• 1998Portfolio Credit Risk362 cited
• 2002An Introduction to Credit Risk Modeling318 cited
• 1998Elementary Stochastic Calculus, With Finance in View207 cited
• 2003Dependent defaults in models of portfolio credit risk190 cited
• 2011The Dependence of Recovery Rates and Defaults