Journal of Economic Dynamics and Control · 2012 · 748 citations · 52 references
Social SciencesEconomicsFinanceFinancial EconomicsFinancial Risk ManagementStochastic ProcessesCounterparty Credit RiskCredit RiskFinancial CrisesFinancial RiskNetwork RobustnessSystemic RiskCounterparty Default ModelingDefault Cascade AnalysisDefault Cascade ModelsDefault CascadesDefault ContagionDefault ProbabilityRisk DiversificationSystemic Risk Modeling
52
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
Bank Runs, Deposit Insurance, and Liquidity
Douglas W. Diamond, Philip H. Dybvig · Journal of Political Economy · 1983 · 9.4K citations · Full text
Market Liquidity and Funding Liquidity
Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.9K citations
Nobuhiro Kiyotaki, John Moore · Journal of Political Economy · 1997 · 4.7K citations