Is systematic default risk priced in equity returns? : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau.
Saved in:
Superior document: | IMF working paper ; WP/06/148 |
---|---|
: | |
TeilnehmendeR: | |
Year of Publication: | 2006 |
Language: | English |
Series: | IMF working paper ;
WP/06/148. |
Online Access: | |
Physical Description: | 16 p. :; ill. |
Notes: | "June 2006." |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The credit risk transfer market and stability implications for U.K. financial institutions / Jorge A. Chan-Lau and Li Lian Ong.
by: Chan-Lau, Jorge A.
Published: (2006.) -
Applications of credit derivatives : opportunities and risks involved in credit derivatives / / Harald Seemann.
by: Seemann, Harald.
Published: (2008.) -
Credit derivatives : investing and risk management / / Geoff Chaplin.
by: Chaplin, Geoff.
Published: (2010.) -
Multiscale stochastic volatility for equity, interest rate, and credit derivatives / Jean-Pierre Fouque ... [et al.].
Published: (2011.) -
The pricing of credit default swaps during distress / prepared by Jochen Andritzky and Manmohan Singh.
by: Andritzky, Jochen R.
Published: (c2006.)