Journal of Empirical Finance · 2001 · 33 citations · 35 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconometricsFinancial EconomicsCapital MarketsCredit AnalysisCredit RiskCredit Risk SpreadsCredit Spread DeterminantsCredit Spread RiskCredit Spread Term StructureDefaultable Term Structure ModelsNo-arbitrage Term Structure Models
35
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
Parsimonious Modeling of Yield Curves
Charles R. Nelson, Andrew F. Siegel · The Journal of Business · 1987 · 3K citations
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations