Modelling recovery rate for incomplete defaults using time varying predictors
Wojciech Starosta
| Year of publication: |
2020
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|---|---|
| Authors: | Starosta, Wojciech |
| Published in: |
Central European journal of economic modelling and econometrics. - [Erscheinungsort nicht ermittelbar] : Versita, ISSN 2080-119X, ZDB-ID 2529566-4. - Vol. 12.2020, 2, p. 195-225
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| Subject: | LGD | workout approach | incomplete defaults | partial recovery rate | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24425/cejeme.2020.133721 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294719