Pricing the risk of recovery in default with absolute priority rule violation

B-Tier

Journal: Journal of Banking & Finance

Year: 2003

Volume: 27

Issue: 6

Pages: 1001-1025

Authors (3)

Unal, Haluk (University of Maryland) Madan, Dilip (not in RePEc) Guntay, Levent (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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