Author:
Jobst Rainer,Kellner Ralf,Rösch Daniel
Subject
Business and International Management
Reference42 articles.
1. Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries;Acharya;Journal of Financial Economic,2007
2. Ultimate recovery mixtures;Altman;Journal of Banking & Finance,2014
3. Default and recovery risk dependencies in a simple credit risk model: Default and recovery risk dependencies;Bade;European Financial Management,2011
4. Finite mixtures of unimodal beta and gamma densities and the k-bumps algorithm;Bagnato;Computational Statitics,2013
5. Understanding the role of recovery in default risk models: Empirical comparisons and implied recovery rates;Bakshi;SSRN Electronic Journal,2001
Cited by
8 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