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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Das, Sanjiv R."
~person:"Elkamhi, Redouane"
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Das, Sanjiv R.
Elkamhi, Redouane
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
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The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
2
The cross section of recovery rates and default probabilities implied by credit default swap spreads
Elkamhi, Redouane
;
Jacobs, Kris
;
Pan, Xuhui
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10010408536
Saved in:
3
The principal principle
Das, Sanjiv R.
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1215-1246
Persistent link: https://www.econbiz.de/10009728909
Saved in:
4
Of smiles and smirks : a term structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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