An empirical analysis of alternative recovery risk models and implied recovery rates
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Publication:5962133
DOI10.1007/s11147-009-9046-1zbMath1231.91454OpenAlexW2092299743MaRDI QIDQ5962133
Publication date: 16 September 2010
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-009-9046-1
default riskcorporate bond pricingdefaultable bondsimplied recoveryrecoveryrecovery as a fraction of pre-default debt valuesrecovery as a fraction of the present value of facerecovery payout as a fraction of face
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