Market Expectations of Recovery Rates
Author:
Publisher
Elsevier BV
Reference38 articles.
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5. The Changing Nature of Chapter 11
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Does Borrowing from Banks Cost More than Borrowing from the Market?;The Journal of Finance;2019-10-30
2. Is Borrowing from Banks More Expensive than Borrowing from the Market?;SSRN Electronic Journal;2018
3. Stochastic Recovery Rate: Impact of Pricing Measure’s Choice and Financial Consequences on Single-Name Products;New Methods in Fixed Income Modeling;2018
4. Systemic risk among European banks: A copula approach;Journal of International Financial Markets, Institutions and Money;2016-05
5. European Banks' Implied Recovery Rates;SSRN Electronic Journal;2016
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