The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans
| Year of publication: |
2008
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|---|---|
| Authors: | Caselli, Stefano ; Gatti, Stefano ; Querci, Francesca |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 10271363. - Vol. 34.2008, 1, p. 1-34
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