Decomposing Credit Spreads

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

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

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations

Business, Economics, Finance +17

VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

Fischer Black, John C. Cox · The Journal of Finance · 1976 · 2.5K citations

Business, Finance, Asset Pricing +10

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

Business, Economics, Finance +17