An empirical analysis of alternative recovery risk models and implied recovery rates

Frank Zhang ()

Review of Derivatives Research, 2010, vol. 13, issue 2, 124 pages

Keywords: Recovery; Default risk; Defaultable bonds; Corporate bond pricing; Recovery payout as a fraction of face; Recovery as a fraction of pre-default debt values; Recovery as a fraction of the present value of face; Implied recovery; G0; G10; G11; G12; G13; C5 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11147-009-9046-1

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