Factors Affecting Seasoned Corporate Bond Prices

Determinants of Risk Premiums on Corporate Bonds

1959 • 465 citations

ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES

1976 • 123 citations

NEW EVIDENCE ON THE CAPITAL ASSET PRICING MODEL

1978 • 114 citations

DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS

1975 • 99 citations

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

1967 • 75 citations

AN ALTERNATIVE TO THE YIELD SPREAD AS A MEASURE OF RISK

1973 • 51 citations

The Determination of Yield Differentials Between Debt Instruments of the Same Maturity

1971 • 35 citations

A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates

1976 • 31 citations

DURATION AND RISK ASSESSMENT FOR BONDS AND COMMON STOCKS: A NOTE*

1978 • 29 citations

Regression Yield Curves for U.S. Government Securities

1966 • 22 citations

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

1967 • 20 citations

Corporate bonds in a market model context

1974 • 7 citations