The link between default and recovery rates : theory, empirical evidence, and implications
Edward I. Altman; Brooks Brady; Andrea Resti; Andrea Sironi
| Year of publication: |
2005
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|---|---|
| Authors: | Altman, Edward I. ; Brady, Brooks ; Resti, Andrea ; Sironi, Andrea |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 78.2005, 6, p. 2203-2228
|
| Subject: | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Risikomaß | Risk measure | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003294717