Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
2006
HG6024.A3 C43 2006
Linked e-resources
Linked Resource
Details
Title
Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
Author
Publication Details
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.
Language
English
Description
16 p. : ill.
Call Number
HG6024.A3 C43 2006
Note
"June 2006."
Bibliography, etc. Note
Includes bibliographical references.
Access Note
Access limited to authorized users.
Added Corporate Author
Series
IMF working paper ; WP/06/148.
Linked Resources
Record Appears in