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Pricing Risky Debt

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References

1985A Theory of the Term Structure of Interest Rates8,333 cited
1977An equilibrium characterization of the term structure6,104 cited
1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
1977The Valuation of Corporate Liabilities as Compound Options830 cited
1976Valuing Corporate Securities: Some Effects of Bond Indenture Provisions461 cited
1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt406 cited
1986The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates291 cited
1986Term premiums and default premiums in money markets244 cited
1989Valuing Commercial Mortgages: An Empirical Investigation of the Contingent- Claims Approach to Pricing Risky Debt59 cited
1981Risky debt, jump processes, and safety covenants50 cited

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2005ESTIMATING A RISKY TERM STRUCTURE OF BRADY BONDS31 cited
2008What Is the Cost of Financial Flexibility? Theory and Evidence for Make‐Whole Call Provisions31 cited
2006An Empirical Estimation of Default Risk of the UK Real Estate Companies20 cited

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2007

An empirical analysis of structural models of corporate debt pricing

19 cited