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[nb-NO]Record tools[nb-NO]	[nb-NO]Details[nb-NO] [nb-NO]Title[nb-NO] Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices [nb-NO]Reference[nb-NO] 576642 Board DOC ID WP/06/148 [nb-NO]Date[nb-NO] June 1 2006 [nb-NO]Level of description[nb-NO] item [nb-NO]Material[nb-NO] Electronic Records Language English [nb-NO]Subject[nb-NO] Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP) [nb-NO]Creator[nb-NO] Jorge Chan-Lau, Department-wide MFD External document Download PDF [nb-NO]Hierarchy browser[nb-NO] Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level: [nb-NO]contains[nb-NO] 61 IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: [nb-NO]contains[nb-NO] 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:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: [nb-NO]contains[nb-NO] 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:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: [nb-NO]contains[nb-NO] 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:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level: [nb-NO]contains[nb-NO] 28 2006 - IMF Working Papers (WP) Ref:571877 \| Date(s):2006 \| Level: [nb-NO]contains[nb-NO] 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: [nb-NO]contains[nb-NO] 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: [nb-NO]contains[nb-NO] 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:

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[nb-NO]Details[nb-NO]

[nb-NO]Title[nb-NO]
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
[nb-NO]Reference[nb-NO]
576642
Board DOC ID
WP/06/148
[nb-NO]Date[nb-NO]
June 1 2006
[nb-NO]Level of description[nb-NO]
item
[nb-NO]Material[nb-NO]
Electronic Records
Language
English
[nb-NO]Subject[nb-NO]
Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP)
[nb-NO]Creator[nb-NO]
Jorge Chan-Lau, Department-wide MFD
External document
Download PDF

[nb-NO]Hierarchy browser[nb-NO]

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:
  [nb-NO]contains[nb-NO] 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:
    [nb-NO]contains[nb-NO] 28
    
    2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
    [nb-NO]contains[nb-NO] 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:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
    [nb-NO]contains[nb-NO] 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:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
    [nb-NO]contains[nb-NO] 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:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:
  [nb-NO]contains[nb-NO] 28
  - 2006 - IMF Working Papers (WP)
    Ref:571877 | Date(s):2006 | Level:
    [nb-NO]contains[nb-NO] 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:
  [nb-NO]contains[nb-NO] 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:
  [nb-NO]contains[nb-NO] 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:

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