Is recovery risk priced?
Year of publication: |
2014
|
---|---|
Authors: | Schläfer, Timo ; Uhrig-Homburg, Marliese |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 40.2014, C, p. 257-270
|
Publisher: |
Elsevier |
Subject: | Credit risk | Recovery risk | Implied recovery rates | Risk premia |
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