The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea

doi:10.1086/497044

articleThe Journal of BusinessNov 1, 2005GREEN OA

The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*

EIEdward I. Altman BBBrooks Brady ARAndrea Resti ASAndrea Sironi

University of Verona · Bocconi University

Indexed incrossref

Abstract

Edward I. Altman, Brooks Brady, Andrea Resti, Andrea Sironi, The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications, The Journal of Business, Vol. 78, No. 6 (November 2005), pp. 2203-2228

Citation impact

784

total citations

FWCI: 55.92
Percentile: 100%
References: 40

Citations per year

Authors

EI
Edward I. AltmanCorresponding
University of Verona, Bocconi University
BB
Brooks Brady
University of Verona, Bocconi University
AR
Andrea Resti
Bocconi University, University of Verona
AS
Andrea Sironi
University of Verona, Bocconi University

Topics & keywords

Topics

Credit Risk and Financial Regulations100%
Banking stability, regulation, efficiency100%
Insurance and Financial Risk Management99%

Keywords

Link (geometry)
Economics
Computer science
Computer network

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