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

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Bibliografiske detaljer
Hovedforfatter: Chan-Lau, Jorge A.
Corporate Authors: International Monetary Fund. Monetary and Financial Systems Dept, ebrary, Inc
Format: Electronisk eBog
Sprog:engelsk
Udgivet: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.
Serier:IMF working paper ; WP/06/148.
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