Distressed debt prices and recovery rate estimation
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Bibliographic InfoArticle provided by Springer in its journal Review of Derivatives Research.
Volume (Year): 11 (2008)
Issue (Month): 3 (October)
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Web page: http://www.springerlink.com/link.asp?id=102989
Recovery rates; Distressed debt; Credit risk; Default time; Bankruptcy time; G13; G33; G34;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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