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

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

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Bibliographic Details
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:
Corporations > Valuation > Econometric models.
Credit derivatives > Prices > Econometric models.
Default (Finance) > Econometric models.
Risk > Econometric models.
Electronic books.
Online Access:An electronic book accessible through the World Wide Web; click to view
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MARC

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100 1 |a Chan-Lau, Jorge A. 
245 1 0 |a Is systematic default risk priced in equity returns?  |h [electronic resource] :  |b a cross-sectional analysis using credit derivatives prices /  |c Jorge A. Chan-Lau. 
260 |a [Washington, D.C.] :  |b International Monetary Fund, Monetary and Financial Systems Dept.,  |c c2006. 
300 |a 16 p. :  |b ill. 
490 1 |a IMF working paper ;  |v WP/06/148 
500 |a "June 2006." 
504 |a Includes bibliographical references. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2011.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Corporations  |x Valuation  |x Econometric models. 
650 0 |a Credit derivatives  |x Prices  |x Econometric models. 
650 0 |a Default (Finance)  |x Econometric models. 
650 0 |a Risk  |x Econometric models. 
655 7 |a Electronic books.  |2 local 
710 2 |a International Monetary Fund.  |b Monetary and Financial Systems Dept. 
710 2 |a ebrary, Inc. 
830 0 |a IMF working paper ;  |v WP/06/148. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10380829  |z An electronic book accessible through the World Wide Web; click to view 
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