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Implied Recovery

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Das Sanjiv Ranjan,Hanouna Paul E.

Publisher

Elsevier BV

Reference47 articles.

1. Does Industry-wide Distress Affect Defaulted Firms? -Evidence from Creditor Recoveries;Viral Acharya;Journal of Financial Economics,2007

2. Defaults and Returns in the High-Yield Bond Market: Analysis through;Edward Altman;NYU Salomon Center,2003

3. Default Recovery rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence;Edward Altman;Journal of Finance Literature,2005

4. The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications;Edward Altman;Journal of Business,2005

Cited by 12 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. Credit risk signals in CDS market vs agency ratings;The Journal of Risk Finance;2016-03-21

2. Pricing CDOs with state-dependent stochastic recovery rates;Quantitative Finance;2012-08

3. Recovery Swap;Encyclopedia of Quantitative Finance;2010-05-15

4. Exposure to Default and Loss Given Default;Encyclopedia of Quantitative Finance;2010-05-15

5. Pricing credit derivatives under stochastic recovery in a hybrid model;Applied Stochastic Models in Business and Industry;2009-07-06

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