The DOI matches its Crossref record; 75 of the 75 references it cites were found in a registry or an index.
On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle
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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
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Merton, R. C. (1974) · The Journal of Finance · doi:10.1111/j.1540-6261.1974.tb03058.x · Cited by 10,581
An equilibrium characterization of the term structure
Vasicek, O. (1977) · Journal of Financial Economics · doi:10.1016/0304-405x(77)90016-2 · Cited by 6,085
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
Bansal, R., & Yaron, A. (2004) · The Journal of Finance · doi:10.1111/j.1540-6261.2004.00670.x · Cited by 4,242
Business conditions and expected returns on stocks and bonds
Fama, E. F., & French, K. R. (1989) · Journal of Financial Economics · doi:10.1016/0304-405x(89)90095-0 · Cited by 3,933
Ingersoll, J. E., & Duffie, D. (1993) · The Journal of Finance · doi:10.2307/2329081 · Cited by 2,891
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
Cited by
Uncertainty, Financial Frictions, and Investment Dynamics
Gilchrist, S., Sim, J., & Zakrajšek, E. (2014) · National Bureau of Economic Research · doi:10.3386/w20038 · Cited by 828
Engelberg, J., Gao, P., & Parsons, C. A. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.08.003 · Cited by 537
Default and the Maturity Structure in Sovereign Bonds
Arellano, C., & Ramanarayanan, A. (2012) · Journal of Political Economy · doi:10.1086/666589 · Cited by 428
Market conditions, default risk and credit spreads
Tang, D. Y., & Yan, H. (2010) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2009.05.018 · Cited by 339
Metadata
- Authors
- Chen, L., Collin-Dufresne, P., & Goldstein, R. S.
- Venue
- Review of Financial Studies
- Publisher
- Oxford University Press (OUP)
- Published
- 2008-08-26
- Volume
- 22
- Issue
- 9
- Pages
- 3367-3409
- ISSN
- 0893-9454 (ISSN-L)
- 1465-7368
- OpenAlex
- W3124789532
- Cited by
- 447
- References
- 75
- FWCI
- 62.99
- Type
- journal article
- Language
- en
- Open access
- green
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- Chen, L., Collin-Dufresne, P., & Goldstein, R. S. (2009). On the Relation Between the Credit Spread Puzzle and the Equity Premium Puzzle. Review of Financial Studies. https://doi.org/10.1093/rfs/hhn078
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.
