1. Amato, J. D., & Remolona, E. M. (2005). The pricing of unexpected credit losses. Working paper.
2. Bélanger, A., Shreve, S. E., & Wong, D. (2003). A general framework for pricing credit risk. Working paper.
3. Berndt, A., Douglas, R., Duffie, D., Ferguson, M., & Schranz, D. (2005). Measuring default risk premia from default swap rates and EDFs. Working paper.
4. Bielecki, T. R., & Rutkowski, M. (2002). Credit risk: Modelling, valuation and hedging. Springer.
5. Bliss, R. R. (1997). Testing term structure estimation methods. Advances in Futures and Options Research, 9, 191–231.