Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
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Main Author: | Chan-Lau, Jorge A. |
---|---|
Corporate Authors: | International Monetary Fund. Monetary and Financial Systems Dept, ebrary, Inc |
Format: | Electronic eBook |
Language: | English |
Published: |
[Washington, D.C.] :
International Monetary Fund, Monetary and Financial Systems Dept.,
c2006.
|
Series: | IMF working paper ;
WP/06/148. |
Subjects: | |
Online Access: | An electronic book accessible through the World Wide Web; click to view |
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