Concepedia

Corporate Debt Default

Corporate Debt Default is a financial event wherein a corporate entity fails to meet its contractual obligation to repay principal or interest on its issued debt instruments, distinguishing it from sovereign or household debt defaults by its occurrence within the corporate sector.

231

Publications

30.2K

Citations

414

Authors

304

Institutions

Publications per year

2017–2026

83

Parents

Publications

231

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text

, , +16

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

Francis A. Longstaff, Eduardo S. Schwartz · The Journal of Finance · 1995 · 2.2K citations

, , +17

Pricing Derivatives on Financial Securities Subject to Credit Risk

Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 1995 · 2K citations

, , +17

RETHINKING RISK MANAGEMENT

René M. Stulz · Journal of applied corporate finance · 1996 · 1.2K citations

, , +16

The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

Edward I. Altman, Brooks Brady, Andrea Resti et al. · The Journal of Business · 2005 · 787 citations · Full text

, , +16

1–5 of 231

Authors

414

  1. IA
    Ilya A. Strebulaev

    Stanford University, United States

    10 publications · 1.5K citations

    10

    h-index

  2. FA
    Francis A. Longstaff

    University of California, Los Angeles, United States

    6 publications · 3.2K citations

    6

    h-index

  3. RC
    Richard Cantor

    Moody's Corporation (United States), United States

    5 publications · 188 citations

    5

    h-index

  4. HS
    Harjoat Singh Bhamra

    Carnegie Mellon University, United States

    5 publications · 540 citations

    5

    h-index

  5. SD
    Sergei Davydenko

    University of Toronto, Canada

    5 publications · 530 citations

    5

    h-index

1–5 of 414

Institutions

304

  1. Stanford University

    Stanford, United States

    13 h-index

    16 publications

    2.9K citations

  2. National Bureau of Economic Research

    Cambridge, United States

    13 h-index

    23 publications

    1.4K citations

  3. University of Warwick

    Coventry, United Kingdom

    7 h-index

    9 publications

    560 citations

  4. New York University

    New York, United States

    7 h-index

    12 publications

    3.7K citations

  5. London Business School

    London, United Kingdom

    6 h-index

    6 publications

    1.4K citations

  6. Centre for Economic Policy Research

    London, United Kingdom

    6 h-index

    6 publications

    104 citations

  7. University of Toronto

    Toronto, Canada

    5 h-index

    6 publications

    469 citations

  8. Moody's Corporation (United States)

    New York, United States

    5 h-index

    8 publications

    538 citations

1–8 of 304

Venues

  1. SSRN Electronic Journal

    Repository · 45 publications · 2.1K citations

    22

    h-index

  2. The Journal of Finance

    12 publications · 17.4K citations

    11

    h-index

  3. Review of Financial Studies

    8 publications · 1.1K citations

    8

    h-index

  4. Journal of Financial Economics

    7 publications · 1.7K citations

    7

    h-index

  5. Finance research letters

    6 publications · 235 citations

    6

    h-index

1–5