The DOI matches its Crossref record; 42 of the 42 references it cites were found in a registry or an index.
Corporate bond default risk: A 150-year perspective
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY
Altman, E. I. (1968) · The Journal of Finance · doi:10.1111/j.1540-6261.1968.tb00843.x · Cited by 14,888
Theory of Rational Option Pricing
Merton, R. C. (2019) · World Scientific Reference on Contingent Claims Analysis in Corporate Finance · doi:10.1142/9789814759588_0002 · Cited by 7,948
Financial Ratios and the Probabilistic Prediction of Bankruptcy
Ohlson, J. A. (1980) · Journal of Accounting Research · doi:10.2307/2490395 · Cited by 5,989
Financial Ratios As Predictors of Failure
Beaver, W. H. (1966) · Journal of Accounting Research · doi:10.2307/2490171 · Cited by 4,882
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Merton, R. C. (1974) · The Journal of Finance · doi:10.2307/2978814 · Cited by 2,751
Forecasting Bankruptcy More Accurately: A Simple Hazard Model
Shumway, T. (2001) · The Journal of Business · doi:10.1086/209665 · Cited by 2,646
Modeling Term Structures of Defaultable Bonds
Duffie, D., & Singleton, K. J. (1999) · Review of Financial Studies · doi:10.1093/rfs/12.4.687 · Cited by 2,542
The Determinants of Credit Spread Changes
Collin-Dufresn, P., Goldstein, R. S., & Martin, J. S. (2001) · The Journal of Finance · doi:10.1111/0022-1082.00402 · Cited by 2,246
Cited by
Systemic sovereign credit risk: Lessons from the U.S. and Europe
Ang, A., & Longstaff, F. A. (2013) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2013.04.009 · Cited by 373
Self-citation
Metadata
- Authors
- Giesecke, K., Longstaff, F. A., Schaefer, S., & Strebulaev, I.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2011-11
- Volume
- 102
- Issue
- 2
- Pages
- 233-250
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2166077680
- Cited by
- 300
- References
- 42
- FWCI
- 33.23
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Corporate bond default risk: A 150-year perspective. https://app.cochat.ai/papers/10.1016/j.jfineco.2011.01.011
- The paper
- Giesecke, K., Longstaff, F. A., Schaefer, S., & Strebulaev, I. (2011). Corporate bond default risk: A 150-year perspective. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2011.01.011
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.