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Search: isPartOf:"Salomon Center for the Study of Financial Institutions <New York, NY> - Publiacations"
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Bonität Rating
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Salomon Center for the Study of Financial Institutions <New York, NY> - Credit & Debt Markets Research Program
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Salomon Center for the Study of Financial Institutions <New York, NY> - Publiacations
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auch: Journal of Business, 2005, vol. 78, no. 6, 2203-2227
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isPartOf:"salomon Center for the Study of Financial institutions <New York, NY> - publications"
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The link between default and recovery rates: Theory, empirical evidence and implications
Altman, Edward I.
;
Brady, Brooks
;
Resti, Andrea
; …
-
2003
This paper analyzes the association between aggregate default and recovery rates on credit assets, and seeks to empirically explain this critical relationship. We examine recovery rates on corporate bond defaults, over the period 1982-2002.(...)
Persistent link: https://www.econbiz.de/10005846818
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