Recovery Rates, Default Probabilities and the Credit Cycle
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- Bruche, Max & González-Aguado, Carlos, 2010. "Recovery rates, default probabilities, and the credit cycle," Journal of Banking & Finance, Elsevier, vol. 34(4), pages 754-764, April.
- Max Bruche & Carlos González-Aguado, 2006. "Recovery Rates, Default Probabilities and the Credit Cycle," Working Papers wp2006_0612, CEMFI.
- Bruche, Max & Gonzalez-Aguado, Carlos, 2006. "Recovery rates, default probabilities and the credit cycle," LSE Research Online Documents on Economics 24524, London School of Economics and Political Science, LSE Library.
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More about this item
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2006-12-01 (Banking)
- NEP-MAC-2006-12-01 (Macroeconomics)
- NEP-RMG-2006-12-01 (Risk Management)
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