An empirical analysis of alternative recovery risk models and implied recovery rates (Q5962133): Difference between revisions
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Revision as of 18:29, 19 March 2024
scientific article; zbMATH DE number 5786519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical analysis of alternative recovery risk models and implied recovery rates |
scientific article; zbMATH DE number 5786519 |
Statements
An empirical analysis of alternative recovery risk models and implied recovery rates (English)
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16 September 2010
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recovery
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default risk
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defaultable bonds
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corporate bond pricing
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recovery payout as a fraction of face
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recovery as a fraction of pre-default debt values
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recovery as a fraction of the present value of face
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implied recovery
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