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October 25, 2014
 

The Search found 3 of 13789 documents sorted by Date with the following criteria:
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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