Chan-Lau, Jorge A.
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices / [electronic resource] : 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 . - IMF working paper ; WP/06/148. .
"June 2006."
Includes bibliographical references.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Corporations--Valuation--Econometric models.
Credit derivatives--Prices--Econometric models.
Default (Finance)--Econometric models.
Risk--Econometric models.
Electronic books.
HG6024.A3 / C43 2006eb
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices / [electronic resource] : 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 . - IMF working paper ; WP/06/148. .
"June 2006."
Includes bibliographical references.
Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.
Corporations--Valuation--Econometric models.
Credit derivatives--Prices--Econometric models.
Default (Finance)--Econometric models.
Risk--Econometric models.
Electronic books.
HG6024.A3 / C43 2006eb