Bond Prices, Default Probabilities and Risk Premiums

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

The Determinants of Credit Spread Changes

Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.2K citations · Full text

Business, Economics, Finance +16

The relationship between credit default swap spreads, bond yields, and credit rating announcements

John Hull, Mirela Predescu, Alan White · Journal of Banking & Finance · 2004 · 1K citations

Business, Economics, Finance +16