Is it obligor or instrument that explains recovery rate : evidence from US corporate bond
Year of publication: |
February 2017
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Authors: | Yao, Xiao ; Crook, Jonathan N. ; Andreeva, Galina |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 28.2017, p. 1-15
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Subject: | Unobservable heterogeneity | Loss given default | Portfolio loss distribution | Kreditrisiko | Credit risk | Unternehmensanleihe | Corporate bond | USA | United States | Insolvenz | Insolvency | Verlust | Loss | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution |
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