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Titel
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Reference
576642
Board DOC ID
WP/06/148
Dato
June 1 2006
Beskrivelsesniveau
item
Materiale
Electronic Records
Language
English
Emne
Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP)
Ophav
Jorge Chan-Lau, Department-wide MFD
External document
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Hierarki-visning

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- Executive Board Documents
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    2006 - IMF Working Papers (WP)
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    Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
    Ref:576642 | Date(s):June 1 2006 | Level:

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  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
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    Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
    Ref:576642 | Date(s):June 1 2006 | Level:

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- IMF Working Papers (WP)
  Ref:337593 | Level:
  indeholder 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
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    Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
    Ref:576642 | Date(s):June 1 2006 | Level:

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  indeholder 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
    indeholder 315
    
    Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
    Ref:576642 | Date(s):June 1 2006 | Level:

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:
  indeholder 315
  - Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
    Ref:576642 | Date(s):June 1 2006 | Level:

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:
  indeholder 315
  - Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
    Ref:576642 | Date(s):June 1 2006 | Level: