Is systematic default risk priced in equity returns? : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau.
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Superior document: | IMF working paper ; WP/06/148 |
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TeilnehmendeR: | |
Year of Publication: | 2006 |
Language: | English |
Series: | IMF working paper ;
WP/06/148. |
Online Access: | |
Physical Description: | 16 p. :; ill. |
Notes: | "June 2006." |
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040 | |a MiAaPQ |c MiAaPQ |d MiAaPQ | ||
050 | 4 | |a HG6024.A3 |b C43 2006 | |
100 | 1 | |a Chan-Lau, Jorge A. | |
245 | 1 | 0 | |a Is systematic default risk priced in equity returns? |h [electronic resource] : |b a cross-sectional analysis using credit derivatives prices / |c Jorge A. Chan-Lau. |
260 | |a [Washington, D.C.] : |b International Monetary Fund, Monetary and Financial Systems Dept., |c c2006. | ||
300 | |a 16 p. : |b ill. | ||
490 | 1 | |a IMF working paper ; |v WP/06/148 | |
500 | |a "June 2006." | ||
504 | |a Includes bibliographical references. | ||
533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
650 | 0 | |a Corporations |x Valuation |x Econometric models. | |
650 | 0 | |a Credit derivatives |x Prices |x Econometric models. | |
650 | 0 | |a Default (Finance) |x Econometric models. | |
650 | 0 | |a Risk |x Econometric models. | |
655 | 4 | |a Electronic books. | |
710 | 2 | |a International Monetary Fund. |b Monetary and Financial Systems Dept. | |
710 | 2 | |a ProQuest (Firm) | |
830 | 0 | |a IMF working paper ; |v WP/06/148. | |
856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=3014452 |z Click to View |