Credit spread determinants: An 85 year perspective

Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm

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Statistical analysis of cointegration vectors

Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.8K citations

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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

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Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations

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A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics¹

Michael Osterwald‐Lenum · Oxford Bulletin of Economics and Statistics · 1992 · 2.6K citations

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