Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Empirical Evidence from Greece

Subject Areas : General Management

A. Derbali ¹ , S. Hallara ²

1 - Higher Institute of Management of Sousse, University of Sousse, Sousse, Tunisia
2 - Department of Finance, Higher Institute of Management of Tunis, University of Tunis, Tunis, Tunisia

Received: 2015-03-14 Accepted : 2015-03-14 Published : 2015-04-01

Keywords: