Is systematic default risk priced in equity returns? : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau.

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Bibliographic Details
Superior document:IMF working paper ; WP/06/148
:
TeilnehmendeR:
Year of Publication:2006
Language:English
Series:IMF working paper ; WP/06/148.
Online Access:
Physical Description:16 p. :; ill.
Notes:"June 2006."
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Description
Bibliography:Includes bibliographical references.
Hierarchical level:Monograph
Statement of Responsibility: Jorge A. Chan-Lau.