The empirical relation between credit quality, recovery, and correlation

Daniel Rösch and Harald Scheule

Year of publication:	2009
Authors:	Rösch, Daniel ; Scheule, Harald
Publisher:	Hong Kong : Hong Kong Inst. for Monetary Research
Subject:	Kreditrisiko \| Credit risk \| Kreditwürdigkeit \| Credit rating \| Portfolio-Management \| Portfolio selection \| Ökonometrisches Modell \| Econometric model \| Risikomaß \| Risk measure \| Korrelation \| Correlation \| Theorie \| Theory \| Schätzung \| Estimation \| Rentenmarkt \| Bond market \| USA \| United States \| 1982-2007

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