Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
| Year of publication: |
2004
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|---|---|
| Authors: | Altman, Edward ; Resti, Andrea ; Sironi, Andrea |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 1940326. - Vol. 33.2004, 2, p. 183-208
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