The cross section of recovery rates and default probabilities implied by credit default swap spreads

Redouane Elkamhi, Kris Jacobs, and Xuhui Pan

Year of publication:	2014
Authors:	Elkamhi, Redouane ; Jacobs, Kris ; Pan, Xuhui
Published in:	Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 1, p. 193-220
Subject:	Kreditderivat \| Credit derivative \| Kreditwürdigkeit \| Credit rating \| Betriebsvermögen \| Corporate assets \| Induktive Statistik \| Statistical inference \| Theorie \| Theory \| USA \| United States \| 2004-2007

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