Work

The Dependence of Recovery Rates and Defaults

Year: 2011

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1961142

Authors: William Robert Maurice Perraudin, Yen-Ting Hu

Institution: Birkbeck, University of London

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1526545658

Cites: 17

Cited by: 112

Related to: 10