Journal of Banking & Finance · 2003 · 227 citations · 29 references
BusinessEconomicsFinanceFinancial EconomicsFinancial Risk ManagementRisk AnalysisBusiness CyclesCredit AnalysisCredit RatingsCredit RiskCredit Risk AssessmentFinancial RiskAsset-based UnderwritingBorrower Risk AssessmentCredit Risk Rating SystemsCredit Risk Time Series AnalysisDefault Probability ForecastingDefault Risk AnalysisKalman Filter EstimationRating Agency Behavior
29
Jörg Breitung, James D. Hamilton · Contemporary Sociology A Journal of Reviews · 1995 · 11.2K 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
David E. Booth · Technometrics · 1997 · 3.2K citations