An empirical analysis of alternative recovery risk models and implied recovery rates
| Year of publication: |
2010
|
|---|---|
| Authors: | Zhang, Frank |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 13.2010, 2, p. 101-124
|
| Publisher: |
Springer |
| Subject: | Recovery | Default risk | Defaultable bonds | Corporate bond pricing | Recovery payout as a fraction of face | Recovery as a fraction of pre-default debt values | Recovery as a fraction of the present value of face | Implied recovery |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008526470