Title

Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2020

Issue

No 2

Authors

Starosta, Wojciech

Keywords

LGD ; workout approach ; incomplete defaults ; partial recovery rates

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

195-225

Publisher

Oddział PAN w Łodzi

Date

2020.06.18

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2020.133721 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2020; No 2; 195-225