Is Systematic Default Risk Priced in Equity Returns?: A Cross-Sectional Analysis Using Credit Derivatives Prices
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| 100 | 1 | |a Chan-Lau, Jorge A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Is Systematic Default Risk Priced in Equity Returns? |b A Cross-Sectional Analysis Using Credit Derivatives Prices |c Chan-Lau, Jorge A |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2006 | |
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| id | DE-604.BV048349235 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:42:17Z |
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| language | English |
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| spellingShingle | Chan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices |
| title | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices |
| title_auth | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices |
| title_exact_search | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices |
| title_full | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices Chan-Lau, Jorge A |
| title_fullStr | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices Chan-Lau, Jorge A |
| title_full_unstemmed | Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices Chan-Lau, Jorge A |
| title_short | Is Systematic Default Risk Priced in Equity Returns? |
| title_sort | is systematic default risk priced in equity returns a cross sectional analysis using credit derivatives prices |
| title_sub | A Cross-Sectional Analysis Using Credit Derivatives Prices |
| url | http://elibrary.imf.org/view/IMF001/03858-9781451864083/03858-9781451864083/03858-9781451864083.xml |
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