Browsing NHH Brage by Author "Nordli, Syver Melsnes"

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The determinants of recovery rates in the Nordic high yield bond market : an empirical study of the price development and market-based recovery of defaulted high yield bonds

Aarvik, Gard André; Nordli, Syver Melsnes (Master thesis, 2016)

In this thesis, we analyse market-based recovery rates on 78 defaulted high yield bonds in the Nordic market, during the time-period from May 2014 to September 2016. First, we estimate market-based recovery rates, defined ...