Issue Date | Title | Author(s) |
Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
Sep-2003 | The Link between Default and Recovery Rates | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
Jul-2002 | The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |