IMF Working Paper · 2004 · 26 citations · 13 references
BusinessEconomicsFinanceBankingFinancial EconomicsRisk AssessmentBank Risk ManagementCredit RiskCredit Risk AssessmentFinancial RiskInternational BankingRisk MeasurementBank Credit RiskBank Distress PredictionCredit Risk EstimationCredit Risk IndicatorsDebt Vulnerability IndicatorsDefault Indicators
The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
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
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Robert C. Merton · The Journal of Finance · 1974 · 2.8K citations
Leading Indicators of Currency Crises
Graciela Kaminsky, Saul Lizondo, Carmen Reinhart · Staff Papers · 1998 · 1.7K citations