Economic Modelling · 2021 · 25 citations · 49 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsInternational FinanceBond MarketsBond PricingCapital Asset Pricing ModelCapital Structure DeterminantsCorporate Bond SpreadsCredit Risk SpreadsYield Spread Analysis
49
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
Modeling Term Structures of Defaultable Bonds
Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations