SSRN Electronic Journal · 2004 · 10 citations · 19 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceAsset Pricing EmpiricsGlobal FinanceInternational Financial MarketsSovereign DebtSovereign DefaultSovereign Risk AnalysisCalibration Curve ApproachCredit Spread Term StructureDefault ProbabilityEmerging Market Sovereign DebtSovereign Default ProbabilitySovereign Risk AssessmentSovereign Risk PremiaSovereign Spread Analysis
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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
Corporate Debt Value, Bond Covenants, and Optimal Capital Structure
Hayne E. Leland · The Journal of Finance · 1994 · 2.9K citations
Modeling Term Structures of Defaultable Bonds
Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations
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