Journal of Monetary Economics · 1975 · 109 citations · 26 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsStochastic ProcessesBusiness CyclesFinancial RiskInterest Rate DeterminationInterest Rate RiskMarket RiskVolatility ModelingInterest Rate Risk AnalysisInterest Rate StructureInterest Rate Term StructureInterest Rate Volatility ModelingRiskStochastic Interest Rate ModelsYield Curve Dynamics
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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
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations
Determinants of Risk Premiums on Corporate Bonds
Lawrence Fisher · Journal of Political Economy · 1959 · 465 citations
INNOVATIONS IN INTEREST RATE POLICY
Franco Modigliani, Richard Sutch · 2016 · 463 citations
Social Sciences, Economics, Finance +12
A MULTIVARIATE ANALYSIS OF INDUSTRIAL BOND RATINGS
George E. Pinches, Kent A. Mingo · The Journal of Finance · 1973 · 399 citations