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  • Search: subject:"Recovery Estimates"
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Recovery Estimates 1 Sovereign Default 1
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Free 1
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Sosa Navarro, Ramiro 1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Default Recovery Rates and Implied Default Probability Estimations: Evidence from the Argentinean Crisis
Sosa Navarro, Ramiro - Volkswirtschaftliche Fakultät, … - 2005
This paper applies the model presented by J. Merrick Jr. (2001) to estimate both the default recovery rates and the implied default probabilities of the Argentinean Sovereign Bonds during the crisis which took place in December 2001. Between October 19th and December 24th 2001, the average bond...
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