Concepedia

Corporate bond default risk: A 150-year perspective

Kay Giesecke, Francis A. Longstaff, Stephen M. Schaefer, Ilya A. Strebulaev

Journal of Financial Economics · 2011 · 312 citations · 57 references

DOI

Concepts

References

57

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

, , +12

Financial Ratios and the Probabilistic Prediction of Bankruptcy

James A. Ohlson · Journal of Accounting Research · 1980 · 6K citations

, , +16

Financial Ratios As Predictors of Failure

William H. Beaver · Journal of Accounting Research · 1966 · 4.7K citations

, , +11

Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy

Edward I. Altman · The Journal of Finance · 1968 · 3.7K citations

, , +16