Author:
Camba-Méndez Gonzalo,Serwa Dobromił
Subject
Economics and Econometrics,Finance
Reference30 articles.
1. Does industry-wide distress affect defaulted firms?;Acharya;Journal of Financial Economics,2007
2. Acharya, V., Dreshsler, I., & Schnabl, P. (2011). A pyrrhic victory? Bank bailouts and sovereign credit risk, nBER working paper no 17136.
3. Approximate conditional least squares estimation of a nonlinear state-space model via unscented Kalman;Ahn;Computational Statistics and Data Analysis,2014
4. The link between default and recovery rates: theory, empirical evidence and implications;Altman;Journal of Business,2005
5. Systemic sovereign credit risk: Lessons from the U.S. and Europe;Ang;Journal of Monetary Economics,2013
Cited by
10 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