Robert C. Merton

Finance · 2006–2009

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 34 citations into it; #6,312 of 10,518 by trust here, #4,858 by citations

Whom Robert C. Merton trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert Buff

Who trusts Robert C. Merton overall

1. María Rodríguez-Moreno
2. Blaise Gadanecz
3. Piergiorgio Alessandri

Papers from Robert C. Merton's perspective

Ordered by how strongly the researchers Robert C. Merton trusts endorse each paper. Same corpus, a different order for every researcher.

1. Information Theory: 1948-1998 - Guest Editorial
2. The Pricing of Options and Corporate Liabilities
3. Liberalization, Moral Hazard in Banking and Prudential Regulation: Are Capital Requirements Enough?
4. A Model to Analyse Financial Fragility: Applications
5. Equilibrium Analysis, Banking and Financial Instability
6. An Overview of the Option-Theoretic Pricing of Mortgages
7. Loan Pricing Under Basel Capital Requirements
8. Capital Requirements, Market Power and Risk-Taking in Banking
9. A risk assessment model for banks
10. Do Credit Spreads Reflect Stationary Leverage Ratios

Their papers

• Systemic Risk and the Refinancing Ratchet Effect (2009) — 114 citations
• New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007) — 223 citations
• Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? (2006) — 171 citations