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  Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Empirical Evidence from Greece

  Writer : Derbali، A ؛ Hallara، S ؛

  Journal:International Journal of Management and Business Research»Spring 2015, Volume 5 - Number 2 (‎18 page(s) - From 141 to 158 )

  Keywords:Probability of defaultRecovery rateNumber of defaultExpected value of lossesBootstrapped quantile regressionSimultaneous quantile regressionDays

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