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May 18, 2013

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Subject/Keyword: recovery value

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1. Title: The Pricing of Credit Default Swaps During Distress   Author/Editor: Andritzky, Jochen R. ; Singh, Manmohan   Series: Working Paper No. 06/254   Published: November 01, 2006   Subject(s): Credit risk | Brazil | Risk premium | Bond markets | Prices   Author's Keyword(s): Credit default swaps | Brazil | recovery value | default risk   2. Title: Overpricing in Emerging Market Credit-Default-Swap Contracts: Some Evidence from Recent Distress Cases   Author/Editor: Singh, Manmohan ; Andritzky, Jochen R.   Series: Working Paper No. 05/125   Published: June 01, 2005   Subject(s): Bonds | Credit | Debt restructuring | Emerging markets   Author's Keyword(s): Recovery value | cheapest-to-deliver bond | credit default swap contract | ISDA   3. Title: Are Credit Default Swaps Spreads High in Emerging Markets-An Alternative Methodology for Proxying Recovery Value   Author/Editor: Singh, Manmohan   Series: Working Paper No. 03/242   Published: December 01, 2003   Subject(s): Credit | Emerging markets | Economic recovery | Bonds   Author's Keyword(s): Recovery value | probability of default | credit default swaps

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