AN ALTERNATIVE TO THE YIELD SPREAD AS A MEASURE OF RISK

The Theory of Interest

2013 • 2,919 citations

The Distributed Lag Between Capital Appropriations and Expenditures

1965 • 1,100 citations

The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets

1969 • 524 citations

Determinants of Risk Premiums on Corporate Bonds

1959 • 465 citations

The Determination of Long-Term Credit Standing with Financial Ratios

1966 • 410 citations

Corporate Bond Quality and Investor Experience.

1959 • 152 citations

TERM STRUCTURES OF CORPORATE BOND YIELDS AS A FUNCTION OF RISK OF DEFAULT

1967 • 75 citations

Term Structure of Interest Rates

1967 • 66 citations

Corporate Bond Quality and Investor Experience.

1958 • 60 citations

THE VALUE OF THE CALL PRIVILEGE*

1959 • 25 citations

EFFECT OF DEFAULTS AND CREDIT DETERIORATION ON YIELDS OF CORPORATE BONDS

1961 • 24 citations

THE EFFECT OF CALL RISK ON CORPORATE* BOND YIELDS

1967 • 23 citations

THE VALUE OF CALL DEFERMENT ON A BOND: SOME EMPIRICAL RESULTS¹

1967 • 20 citations

The Value of Call Deferment on a Bond: Some Empirical Results

1967 • 13 citations

An alternative analysis of bond risk

1971 • 2 citations