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

Bibliographic Details
Main Author: Chan-Lau, Jorge A.
Corporate Authors: International Monetary Fund. Monetary and Financial Systems Dept., ProQuest (Firm)
Format: Electronic eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.
Series:IMF working paper ; WP/06/148.
Subjects:
Online Access:Click to View
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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/matrademy/detail.action?docID=3014452  |z Click to View