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Aktionen	Details Titel Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices Signatur 576642 Board DOC ID WP/06/148 Datum June 1 2006 Verzeichnungsstufe item Material Electronic Records Language English Schlagwort Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP) Hersteller Jorge Chan-Lau, Department-wide MFD External document Download PDF Hierarchie-Browser Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: enthält 61 IMF Working Papers (WP) Ref:337593 \| Level:Serie, Aktengruppe enthält 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:Untergruppe enthält 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:Einzelstück, Einheit Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:Serie, Aktengruppe enthält 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:Untergruppe enthält 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:Einzelstück, Einheit Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:Serie, Aktengruppe enthält 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:Untergruppe enthält 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:Einzelstück, Einheit Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:Serie, Aktengruppe enthält 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:Untergruppe enthält 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:Einzelstück, Einheit Ref:866205 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:Untergruppe enthält 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:Einzelstück, Einheit Ref:866581 \| Level: 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level:Untergruppe enthält 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:Einzelstück, Einheit

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Titel
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Signatur
576642
Board DOC ID
WP/06/148
Datum
June 1 2006
Verzeichnungsstufe
item
Material
Electronic Records
Language
English
Schlagwort
Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP)
Hersteller
Jorge Chan-Lau, Department-wide MFD
External document
Download PDF

Hierarchie-Browser

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  enthält 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:Serie, Aktengruppe
    enthält 28
    
    2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:Untergruppe
    enthält 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:Einzelstück, Einheit

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:Serie, Aktengruppe
  enthält 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:Untergruppe
    enthält 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:Einzelstück, Einheit

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:Serie, Aktengruppe
  enthält 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:Untergruppe
    enthält 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:Einzelstück, Einheit

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:Serie, Aktengruppe
  enthält 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:Untergruppe
    enthält 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:Einzelstück, Einheit

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:Untergruppe
  enthält 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:Einzelstück, Einheit

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:Untergruppe
  enthält 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:Einzelstück, Einheit

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