The term structure of expected recovery rates
Hitesh Doshi, Redouane Elkamhi, and Chayawat Ornthanalai
| Year of publication: |
2018
|
|---|---|
| Authors: | Doshi, Hitesh ; Elkamhi, Redouane ; Ornthanalai, Chayawat |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 6, p. 2619-2661
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| Subject: | Credit Default Swaps (CDS) | Stochastic Recovery | Term Structure Seniority | No-Arbitrage | Theorie | Theory | Kreditderivat | Credit derivative | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Swap |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0022109018000558 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012128871