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Cited by

• 2003Term Structure Dynamics in Theory and Reality367 cited
• 2009Market conditions, default risk and credit spreads341 cited
• 2001Valuing Credit Default Swaps II341 cited
• 2001An Analysis of Default Correlations and Multiple Defaults313 cited
• 2011Corporate bond default risk: A 150-year perspective311 cited
• 2000The intersection of market and credit risk304 cited
• 2006Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller?283 cited
• 2007Regime dependent determinants of credit default swap spreads281 cited
• 2008Explaining the Level of Credit Spreads: Option-Implied Jump Risk Premia in a Firm Value Model222 cited
• 2010Realized jumps on financial markets and predicting credit spreads220 cited
• 1999Connecting discrete and continuous path-dependent options208 cited
• 2009Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation207 cited
• 2005Credit Ratings and Stock Liquidity205 cited
• 2006A Multivariate Jump-Driven Financial Asset Model204 cited
• 1999The Dynamics of Default and Debt Reorganization