FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2025334285> ?p ?o ?g. }

• W2025334285 abstract "The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic re-covery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. In this paper, we exploit the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. This allows us to isolate implied recovery without any of the rigid assumptions employed by priors. Our results suggest that there is a pronounced systematic component in recovery rates for which investors should receive a premium. By relating our estimates to physical realizations, we make this premium explicit and find it to be quite time-stable and similar for different debt seniorities." @default.
• W2025334285 created "2016-06-24" @default.
• W2025334285 creator A5065471031 @default.
• W2025334285 creator A5060520488 @default.
• W2025334285 date "2011-01-01" @default.
• W2025334285 modified "2023-09-27" @default.
• W2025334285 title "Is Recovery Risk Priced?" @default.
• W2025334285 cites W1988954135 @default.
• W2025334285 cites W2023008467 @default.
• W2025334285 cites W2101991290 @default.
• W2025334285 cites W2130184814 @default.
• W2025334285 cites W2141813551 @default.
• W2025334285 cites W2150103646 @default.
• W2025334285 cites W2155797117 @default.
• W2025334285 cites W3121673657 @default.
• W2025334285 cites W3121940811 @default.
• W2025334285 cites W3124409314 @default.
• W2025334285 cites W3124496143 @default.
• W2025334285 cites W3124973880 @default.
• W2025334285 cites W3125221615 @default.
• W2025334285 cites W2064275440 @default.
• W2025334285 doi "https://doi.org/10.2139/ssrn.1405706" @default.
• W2025334285 hasPublicationYear "2011" @default.
• W2025334285 type Work @default.
• W2025334285 sameAs 2025334285 @default.
• W2025334285 citedByCount "5" @default.
• W2025334285 countsByYear W20253342852014 @default.
• W2025334285 countsByYear W20253342852015 @default.
• W2025334285 countsByYear W20253342852016 @default.
• W2025334285 crossrefType "journal-article" @default.
• W2025334285 hasAuthorship W2025334285A5060520488 @default.
• W2025334285 hasAuthorship W2025334285A5065471031 @default.
• W2025334285 hasConcept C10138342 @default.
• W2025334285 hasConcept C106159729 @default.
• W2025334285 hasConcept C119857082 @default.
• W2025334285 hasConcept C120527767 @default.
• W2025334285 hasConcept C121332964 @default.
• W2025334285 hasConcept C138170105 @default.
• W2025334285 hasConcept C144133560 @default.
• W2025334285 hasConcept C149782125 @default.
• W2025334285 hasConcept C151541453 @default.
• W2025334285 hasConcept C162118730 @default.
• W2025334285 hasConcept C162324750 @default.
• W2025334285 hasConcept C178350159 @default.
• W2025334285 hasConcept C183582576 @default.
• W2025334285 hasConcept C189430467 @default.
• W2025334285 hasConcept C2780695682 @default.
• W2025334285 hasConcept C2984055962 @default.
• W2025334285 hasConcept C2993896846 @default.
• W2025334285 hasConcept C41008148 @default.
• W2025334285 hasConcept C556758197 @default.
• W2025334285 hasConcept C62520636 @default.
• W2025334285 hasConcept C80212096 @default.
• W2025334285 hasConceptScore W2025334285C10138342 @default.
• W2025334285 hasConceptScore W2025334285C106159729 @default.
• W2025334285 hasConceptScore W2025334285C119857082 @default.
• W2025334285 hasConceptScore W2025334285C120527767 @default.
• W2025334285 hasConceptScore W2025334285C121332964 @default.
• W2025334285 hasConceptScore W2025334285C138170105 @default.
• W2025334285 hasConceptScore W2025334285C144133560 @default.
• W2025334285 hasConceptScore W2025334285C149782125 @default.
• W2025334285 hasConceptScore W2025334285C151541453 @default.
• W2025334285 hasConceptScore W2025334285C162118730 @default.
• W2025334285 hasConceptScore W2025334285C162324750 @default.
• W2025334285 hasConceptScore W2025334285C178350159 @default.
• W2025334285 hasConceptScore W2025334285C183582576 @default.
• W2025334285 hasConceptScore W2025334285C189430467 @default.
• W2025334285 hasConceptScore W2025334285C2780695682 @default.
• W2025334285 hasConceptScore W2025334285C2984055962 @default.
• W2025334285 hasConceptScore W2025334285C2993896846 @default.
• W2025334285 hasConceptScore W2025334285C41008148 @default.
• W2025334285 hasConceptScore W2025334285C556758197 @default.
• W2025334285 hasConceptScore W2025334285C62520636 @default.
• W2025334285 hasConceptScore W2025334285C80212096 @default.
• W2025334285 hasLocation W20253342851 @default.
• W2025334285 hasOpenAccess W2025334285 @default.
• W2025334285 hasPrimaryLocation W20253342851 @default.
• W2025334285 hasRelatedWork W1524768158 @default.
• W2025334285 hasRelatedWork W1529576516 @default.
• W2025334285 hasRelatedWork W1545967080 @default.
• W2025334285 hasRelatedWork W156619506 @default.
• W2025334285 hasRelatedWork W1941828766 @default.
• W2025334285 hasRelatedWork W1963585298 @default.
• W2025334285 hasRelatedWork W1965048078 @default.
• W2025334285 hasRelatedWork W2094379389 @default.
• W2025334285 hasRelatedWork W2111151979 @default.
• W2025334285 hasRelatedWork W2160683215 @default.
• W2025334285 hasRelatedWork W2168599195 @default.
• W2025334285 hasRelatedWork W2171077219 @default.
• W2025334285 hasRelatedWork W2208403298 @default.
• W2025334285 hasRelatedWork W2269043755 @default.
• W2025334285 hasRelatedWork W2306347892 @default.
• W2025334285 hasRelatedWork W2341089111 @default.
• W2025334285 hasRelatedWork W2481365026 @default.
• W2025334285 hasRelatedWork W2586863107 @default.
• W2025334285 hasRelatedWork W2910620447 @default.
• W2025334285 hasRelatedWork W3122880446 @default.
• W2025334285 isParatext "false" @default.
• W2025334285 isRetracted "false" @default.
• W2025334285 magId "2025334285" @default.

• next