Is it obligor or instrument that explains recovery rate : evidence from US corporate bond
Xiao Yao, Jonathan Crook, Galina Andreeva
| Year of publication: |
February 2017
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|---|---|
| Authors: | Yao, Xiao ; Crook, Jonathan N. ; Andreeva, Galina |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 28.2017, p. 1-15
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| Subject: | Unobservable heterogeneity | Loss given default | Portfolio loss distribution | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | USA | United States | Verlust | Loss |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2016.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825500