The Link Between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality

國立臺灣大學財務金融學系羅德謙詹燿華2006-09-282018-07-092006-09-282018-07-092006-09-28http://ntur.lib.ntu.edu.tw//handle/246246/2006092815521066application/ppt985088 bytesapplication/vnd.ms-powerpointzh-TWThe Link Between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicalitylearning objecthttp://ntur.lib.ntu.edu.tw/bitstream/246246/2006092815521066/1/94emba9.ppt