SSRN Electronic Journal · 2004 · 231 citations · 9 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsForecastingAsset Return ModelingBond PricingCredit RiskDebt DefaultFinancial RiskRisk ForecastingCorporate Bond PricingCorporate Bond SpreadsDefault PredictionDefault ProbabilityDefault Probability ForecastingDefault Risk ModelingDefault Risk PredictionMerton Model
9
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
Forecasting Bankruptcy More Accurately: A Simple Hazard Model
Tyler Shumway · The Journal of Business · 2001 · 2.5K citations
Default Risk in Equity Returns
Maria Vassalou, Yuhang Xing · The Journal of Finance · 2004 · 2K citations · Full text
Management, Economics, Finance +17
Assessing the Probability of Bankruptcy
Stephen A. Hillegeist, Elizabeth K. Keating, Donald P. Cram et al. · Review of Accounting Studies · 2004 · 1.3K citations
Business, Accountancy, Accounting +15
Equity Volatility and Corporate Bond Yields
John Y. Campbell, Glen B. Taksler · The Journal of Finance · 2003 · 1.3K citations · Full text