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      Corporate bond default risk: A 150-year perspective

      Author(s): , , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          The Pricing of Options and Corporate Liabilities

          Fischer Black, Myron Scholes (1973)
          Article 0 comments Cited 1755 times – based on 0 reviews     Review now
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            Common risk factors in the returns on stocks and bonds

            Eugene Fama, Kenneth French (1993)
            Article 0 comments Cited 1587 times – based on 0 reviews     Review now
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              Theory of Rational Option Pricing

              Robert C. Merton (1974)
              Article 0 comments Cited 664 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: November 2011
                Publication date (Print): November 2011
                Volume: 102
                Issue: 2
                Pages: 233-250
                Article
                DOI: 10.1016/j.jfineco.2011.01.011
                SO-VID: 9f7daa69-4c97-4043-b801-7589493b30cb
                Copyright © © 2011
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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