References

• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1998On cox processes and credit risky securities1,213 cited
• 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
• 2008Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads805 cited
• 2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*759 cited
• 2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries700 cited
• 2006Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market611 cited
• 2004Is Default Event Risk Priced in Corporate Bonds?566 cited
• 1996Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds483 cited
• 1998Pricing the risks of default469 cited
• 2008On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle447 cited
• 2008Economic Catastrophe Bonds