On the way to recovery: A nonparametric bias free estimation of recovery rate densities

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 12

Pages: 2915-2931

Authors (2)

Renault, Olivier (not in RePEc) Scaillet, Olivier (Université de Genève)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count