Modeling recovery rates of corporate defaulted bonds in developed and developing countries
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DOI: 10.1016/j.ememar.2018.03.001
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More about this item
Keywords
Credit risk; Recovery rate; Corporate bonds; Emerging markets;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
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