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Estimating expected loss given default in an emerging market: the case of Czech Republic. (2009). Seidler, Jakub ; Jakubík, Petr ; Horvath, Roman.
In: Journal of Financial Transformation.
RePEc:ris:jofitr:1390.

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Cited: 6

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  1. Estimating Default and Recovery Rate Correlations. (2014). Witzany, Jiří.
    In: Bulletin of the Czech Econometric Society.
    RePEc:czx:journl:v:21:y:2014:i:33:id:210.

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  2. Estimating Default and Recovery Rate Correlations. (2013). Witzany, Jiří.
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2013_03.

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  3. Macroeconomic Factors as Drivers of LGD Prediction: Empirical Evidence from the Czech Republic. (2012). Vojtek, Martin ; Seidler, Jakub ; Konecny, Tomas ; Belyaev, Konstantin ; Belyaeva, Aelita .
    In: Working Papers.
    RePEc:cnb:wpaper:2012/12.

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  4. Macroeconomic Forecasting: Methods, Accuracy and Coordination. (2012). Babecký, Jan ; Arnostova, Katerina ; Barunik, Jozef ; Filacek, Jan ; Novotny, Filip ; Havrlant, David ; Saxa, Branislav ; Horvath, Roman ; Toth, Peter ; Franta, Michal ; Ruzicka, Lubos ; Smidkova, Katerina.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb10/1.

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  5. Macro-Financial Linkages: Theory and Applications. (2011). Komarek, Lubos ; Pang, KE ; Babecky, Jan ; Mateju, Jakub ; Derviz, Alexis ; Prelcova, Zuzana ; Bicakova, Alena ; Komarkova, Zlatuse ; Havranek, Tomas ; Horvath, Roman ; Pasalicova, Renata ; Siklos, Pierre.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb09/2.

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  6. CNB Economic Research Bulletin: Wage Adjustment in Europe. (2010). Galuscak, Kamil ; Babecký, Jan ; Dybczak, Kamil ; Kosma, Theodora ; Messina, Julian ; Room, Tairi ; Babecky, Jan ; Smets, Frank ; Nicolitsas, Daphne ; du Caju, Philip ; Strzelecki, Pawel ; Vodopivec, Matija ; Keeney, Mary ; Lawless, Martina.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb08/2.

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References

References cited by this document

    References contributed by seidler-13206

  1. Altman, E. I., Brady, B., Resti, A. and A. Sironi, 2005, “The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications,” Journal of Business, 78 (6), 2203–2228. Andrade, G. and S. Kaplan, 1998, “How Costly is Financial (Not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed,” The Journal of Finance, 53(5), 1443–1493.

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  3. Betker, B., 1997, “The Administrative Costs of Debt Restructuring: Some Empirical Evidence,” Financial Management, 26(4), 56–68.

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  7. Dvorak, T. and R. Podpiera, 2006, “European Union Enlargement and Equity Markets in Accession Countries,” Emerging Markets Review 7(2), 129–146.

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  10. Hull, J., 2002, “Options, Futures, and Other Derivatives,” Prentice Hall, 2002, p. 744, 5th ed., ISBN 13 978–0130090560.
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  11. Jones, E., Mason, S. and E. Rosenfeld, 1984, “Contingent Claims Analysis of Corporate Capital Structures: An Empirical Investigation,” Journal of Finance, 39(3), 611–625.

  12. Liu, S. Lu, J., Kolpin, D. and W. Meeker, 1997, “Analysis of Environmental Data with Censored Observations,” Environmental Science & Technology, 31(12), 3358–3362.
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  13. MAGNUS, 2008, “Databáze České kapitálové informační agentury,” ČEKIA, 2008 (Database of Czech Capital Information Agency).
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  14. Merton, R., 1974, “On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,” Journal of Finance, 29(2), 449–470.

  15. Resti, A. and A. Sironi, 2007, “Risk Management and Shareholders´ Value in Banking – From Risk Measurement Models to Capital Allocation Policies,” Chichester: John Willey & Sons Ltd., 2007, pp. 782, 1st ed., ISBN 978-0-0470-02978-7.
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  16. Schuermann, T., 2004, “What Do We Know About Loss Given Default?” in David Shimko (ed.) Credit Risk: Models and Management, 2nd Edition, London, UK: Risk Books, 2004.
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  17. The World Bank, 2008, “Doing Business 2009.
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