Default and Recovery Rates of Corporate Bond Issuers: 2000

By David T. Hamilton. 2001

207 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/7a1d697be061d20c5b09afceaa1fdfbf5de766bf

How researchers see this paper

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In Finance

1. Edward I. Altman
2. Aglaia Vasileiou
3. Brooks Brady
4. Andrea Resti
5. P. Vassiliou
6. A. Sironi
7. Hui Chi Chen
8. V. Acharya

Citations in the corpus

• The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications (2003, background): “Gupton, Hamilton, and Berthault (2001) provide clear empirical evidence of this phenomenon. obligors are 0.22 for post 1982 data (1983–2000) and 0.19 for the 1971–2000 period.”
• An inhomogeneous semi-Markov model for the term structure of credit risk spreads (2006, background): “The inhomogeneity in time of transition probabilities has been reported by many authors, among whom are Duffie and Singleton (2003, p. 45), Lando (2004, p. 88), Lando and Skoteberg (2001), Hamilton (2001), Fons (1991), and Jonsson and Frison (1996).”