Journal of Financial Economics · 2007 · 49 citations · 36 references
LawBusiness EconomicsFinanceCorporate FinanceCorporate TaxationTaxationCapital GainsCorporate Income TaxTax HavensTax InterestTaxation Of BondsCorporate Bond PricingCorporate Bond SpreadsCorporate Bond TaxationCorporate Income Tax PolicyCorporate Tax Rate Effects
36
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Transform Analysis and Asset Pricing for Affine Jump-diffusions
Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations
Modeling Term Structures of Defaultable Bonds
Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations