References

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• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1966Financial Ratios As Predictors of Failure4,753 cited
• 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
• 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
• 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 2001Term Structures of Credit Spreads with Incomplete Accounting Information1,321 cited
• 2000On Default Correlation1,257 cited
• 1998On cox processes and credit risky securities