References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1998Generalized impulse response analysis in linear multivariate models6,129 cited
• 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
• 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
• 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 2008In Search of Distress Risk2,232 cited
• 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
• 2004Default Risk in Equity Returns1,997 cited
• 2004Assessing the Probability of Bankruptcy