Estimating Default Probabilities and Recovery Values from Sovereign Bond Prices

E.B. Vrugt

Research output: Contribution to Journal › Article › Academic › peer-review

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@article{701f10e3a33648eb8da9afd4a5391f8f,

title = "Estimating Default Probabilities and Recovery Values from Sovereign Bond Prices",

author = "E.B. Vrugt",

year = "2011",

doi = "10.3905/jfi.2011.21.2.005",

language = "English",

volume = "21",

pages = "5--14",

journal = "Journal of Fixed Income",

issn = "1059-8596",

publisher = "Institutional Investor, Inc",

number = "2",

}