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The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane; Jacobs, Kris; Pan, Xuhui - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
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Bank skin in the game and loan contract design : evidence from covenant-lite loans
Billett, Matthew T.; Elkamhi, Redouane; Popov, Latchezar; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 839-873
Persistent link: https://www.econbiz.de/10011610129
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The term structure of expected recovery rates
Doshi, Hitesh; Elkamhi, Redouane; Ornthanalai, Chayawat - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871