Recovery rates : uncertainty certainly matters
Paolo Gambetti, Geneviève Gauthier, Frédéric Vrins
| Year of publication: |
2019
|
|---|---|
| Authors: | Gambetti, Paolo ; Gauthier, Geneviève ; Vrins, Frédéric |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 106.2019, p. 371-383
|
| Subject: | Corporate bond | Credit risk | Loss given default | Recovery rate | Uncertainty | Kreditrisiko | Unternehmensanleihe | Risiko | Risk | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224314