Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks
Crossref DOI link: https://doi.org/10.1007/s13132-017-0473-1
Published Online: 2017-04-19
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Derbali, Abdelkader
Jamel, Lamia
Text and Data Mining valid from 2017-04-19
Article History
Received: 6 October 2016
Accepted: 7 March 2017
First Online: 19 April 2017