Open AccessIntertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses*
Author(s) -
Egon Kalotay,
Edward I. Altman
Publication year - 2016
Publication title -
review of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1875-824X
pISSN - 1572-3097
DOI - 10.1093/rof/rfw028
Subject(s) - default , bond , portfolio , econometrics , loss given default , debt , economics , distribution (mathematics) , credit risk , actuarial science , financial economics , mathematics , finance , microeconomics , mathematical analysis , capital requirement , incentive
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