The link between default and recovery rates : theory, empirical evidence, and implications
Edward I. Altman , Brooks Brady, Andrea Resti, and Andrea Sironi
| Year of publication: |
2008
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|---|---|
| Authors: | Altman, Edward I. ; Brady, Brooks ; Resti, Andrea ; Sironi, Andrea |
| Published in: |
Credit risk : models, derivatives, and management. - Boca Raton, Fla [u.a.] : CRC Press, ISBN 1-58488-994-2. - 2008, p. 211-234
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| Subject: | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003718478