References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1995Another look at the instrumental variable estimation of error-components models19,861 cited
• 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
• 1999Modeling Term Structures of Defaultable Bonds2,547 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2003Panel Data Econometrics2,123 cited
• 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 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
• 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 2007Default Risk and Income Fluctuations in Emerging Economies1,288 cited
• 2003Equity Volatility and Corporate Bond Yields1,194 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 2007Corporate Yield Spreads and Bond Liquidity1,087 cited