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Titel
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Referens
576642
Board DOC ID
WP/06/148
Datum
June 1 2006
Beskrivningsnivå
item
Material
Electronic Records
Language
English
Ämne
Credit risk, Credit tranches, Executive Board Document (Policy), IMF Working Papers (WP)
Upphovsman
Jorge Chan-Lau, Department-wide MFD
External document
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    Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
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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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    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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    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:
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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:866581 | Level:
- 2006 - IMF Working Papers (WP)
  Ref:571877 | Date(s):2006 | Level:
  innehåller 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: