Is Systematic Default Risk Priced in Equity Returns? : A Cross-Sectional Analysis Using Credit Derivatives Prices
Year of publication: |
2006
|
---|---|
Authors: | Chan-Lau, Jorge A. |
Other Persons: | Chan-Lau, Jorge A. (contributor) |
Publisher: |
Washington, D.C : International Monetary Fund |
Subject: | Derivat | Derivative | Kapitalmarkttheorie | Financial economics |
Extent: | Online-Ressource (18 p) |
---|---|
Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. Working Paper No. 06/148 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 1-4518-6408-6 ; 978-1-4518-6408-3 |
Other identifiers: | 10.5089/9781451864083.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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