Arbitrage-Based Recovery

Published: 24 October 2024| Version 2 | DOI: 10.17632/bnzj83sy8s.2
Contributor:
Ferenc Horvath

Description

These files contain the MATLAB code used to obtain the results in the paper Arbitrage-Based Recovery by Ferenc Horvath, published in the Journal of Financial Economics. Since the vast majority of the data is from commercially available databases, here only a pseudo data set is included.

Files

Institutions

University of Liverpool

Categories

Finance, Financial Economics, Asset Pricing

Licence