Understanding the role of recovery in default risk models: empirical comparisons and implied recovery rates
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More about this item
KeywordsCredit ; Risk ; Econometric models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-02-10 (All new papers)
- NEP-FMK-2002-02-15 (Financial Markets)
- NEP-PKE-2002-02-15 (Post Keynesian Economics)
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