Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Empirical Evidence from Greece
Subject Areas : General Management
A. Derbali
1
(
Higher Institute of Management of Sousse, University of Sousse, Sousse, Tunisia
)
S. Hallara
2
(
Department of Finance, Higher Institute of Management of Tunis, University of Tunis, Tunis, Tunisia
)
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Abstract :
