Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices - Chan-Lau, Jorge A.; International Monetary Fund. Monetary and Financial Systems Dept.; ProQuest (Firm) ([Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006)
"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.
Keywords: Corporations -- Valuation -- Econometric models; Credit derivatives -- Prices -- Econometric models; Default (Finance) -- Econometric models; Risk -- Econometric models; Electronic books