Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
By: Chan-Lau, Jorge A.
Contributor(s): International Monetary Fund. Monetary and Financial Systems Dept | ebrary, Inc.
Material type:![materialTypeLabel](/opac-tmpl/lib/famfamfam/BK.png)
Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10380829 | 1 | Available |
Total holds: 0
"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.
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