SSRN Electronic Journal · 2015 · 32 citations · 58 references
BusinessBusiness EconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsAsset Return ModelingCapital MarketsCredit RiskFinancial RiskVolatility ModelingAsset Growth AnalysisCorporate Credit MarketsCredit Risk SpreadsCredit Spread DeterminantsImplied Volatility ModelingStochastic Volatility ModelsTime-varying Risk PremiaTime-varying Volatility Models
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations
Kyle Jurado, Sydney C. Ludvigson, Serena Ng · American Economic Review · 2015 · 2.9K citations