Concepedia
Journal of International Money and Finance · 2012 · 213 citations · 71 references
Monetary PolicyEconomicsInternational FinanceEurocurrency MarketBusinessInternational Monetary SystemCurrency CrisisFinance
71
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Term Structure Model, Financial Risk Management, Interest Rate Risk +17
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Mitchell A. Petersen · Review of Financial Studies · 2008 · 10.9K citations · Full text
Business conditions and expected returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.1K citations
Financial Economics, Asset Pricing, Business Conditions +5
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations
The stochastic behavior of common stock variances Value, leverage and interest rate effects
Andrew Christie · Journal of Financial Economics · 1982 · 2.4K citations
Empirical Finance, Volatility Modeling, Financial Economics +7