Is systematic default risk priced in equity returns? : a cross-sectional analysis using credit derivatives prices /

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
:
International Monetary Fund. Monetary and Financial Systems Dept.
Chan-Lau, Jorge A.
TeilnehmendeR:
International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)
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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record_format marc
spelling Chan-Lau, Jorge A.
Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.
16 p. : ill.
IMF working paper ; WP/06/148
"June 2006."
Includes bibliographical references.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Corporations Valuation Econometric models.
Credit derivatives Prices Econometric models.
Default (Finance) Econometric models.
Risk Econometric models.
Electronic books.
International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)
IMF working paper ; WP/06/148.
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=3014452 Click to View
language English
format Electronic
eBook
author Chan-Lau, Jorge A.
spellingShingle Chan-Lau, Jorge A.
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
IMF working paper ;
author_facet Chan-Lau, Jorge A.
International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)
International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)
author_variant j a c l jac jacl
author2 International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)
author2_role TeilnehmendeR
TeilnehmendeR
author_corporate International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)
author_sort Chan-Lau, Jorge A.
title Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
title_sub a cross-sectional analysis using credit derivatives prices /
title_full Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
title_fullStr Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
title_full_unstemmed Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
title_auth Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
title_new Is systematic default risk priced in equity returns?
title_sort is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
series IMF working paper ;
series2 IMF working paper ;
publisher International Monetary Fund, Monetary and Financial Systems Dept.,
publishDate 2006
physical 16 p. : ill.
callnumber-first H - Social Science
callnumber-subject HG - Finance
callnumber-label HG6024
callnumber-sort HG 46024 A3 C43 42006
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=3014452
illustrated Illustrated
oclc_num 694141115
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AT internationalmonetaryfundmonetaryandfinancialsystemsdept issystematicdefaultriskpricedinequityreturnsacrosssectionalanalysisusingcreditderivativesprices
AT proquestfirm issystematicdefaultriskpricedinequityreturnsacrosssectionalanalysisusingcreditderivativesprices
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hierarchy_parent_title IMF working paper ; WP/06/148
hierarchy_sequence WP/06/148.
is_hierarchy_title Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
container_title IMF working paper ; WP/06/148
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