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Do Seniority Provisions Protect Bondholders' Investments?
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Do Seniority Provisions Protect Bondholders' Investments? 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  • 2008Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence81 cited
  • 2001Crisis dynamics of implied default recovery ratios: Evidence from Russia and Argentina81 cited
  • 2003Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence72 cited
  • 2003Pricing the risk of recovery in default with absolute priority rule violation61 cited
  • 2009Modelling LGD for unsecured personal loans: decision tree approach57 cited
  • 2012Endogenous Liquidity and Defaultable Bonds57 cited
  • 2011Financial Performance Analysis-A Case Study52 cited
  • 2002Valuing Corporate Liabilities When the Default Threshold is Not an Absorbing Barrier51 cited
  • 2005An Empirical Analysis of Bond Recovery Rates: Exploring a Structural View of Default48 cited
  • 2006CREDIT RISK MODELS II: STRUCTURAL MODELS43 cited
  • 1997Valuing Like-Rated Senior and Subordinated Debt35 cited
  • 2012Default Recovery Rates and Lgd in Credit Risk Modelling and Practice30 cited
  • 2002Managing Credit Risk: A Challenge for the New Millennium30 cited
  • 1998Credit-Risk Measurement and Management: The Ironic Challenge in the Next Decade

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26 cited
  • 2002Pricing the Risk of Recovery in Default with Apr Violation25 cited
  • 1999Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities24 cited