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Titre
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Référence
576642
Board DOC ID
WP/06/148
Date
June 1 2006
Niveau de description
item
Matériel
Electronic Records
Language
English
Sujet
Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP)
Créateur
Jorge Chan-Lau, Department-wide MFD
External document
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Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  contient 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:série
    contient 28
    
    2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sous-série
    contient 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:pièce

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:série
  contient 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sous-série
    contient 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:pièce

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:série
  contient 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sous-série
    contient 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:pièce

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:série
  contient 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:sous-série
    contient 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:pièce

Ref:866205 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sous-série
  contient 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:pièce

Ref:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:sous-série
  contient 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:pièce