Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Washington, D.C.]
International Monetary Fund, Monetary and Financial Systems Dept.
c2006
|
| Schriftenreihe: | IMF working paper
WP/06/148 |
| Schlagworte: | |
| Beschreibung: | "June 2006." Includes bibliographical references |
| Beschreibung: | 16 p. |
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| 100 | 1 | |a Chan-Lau, Jorge A. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Is systematic default risk priced in equity returns? |b a cross-sectional analysis using credit derivatives prices |c Jorge A. Chan-Lau |
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| 650 | 4 | |a Corporations |x Valuation |x Econometric models | |
| 650 | 4 | |a Credit derivatives |x Prices |x Econometric models | |
| 650 | 4 | |a Default (Finance) |x Econometric models | |
| 650 | 4 | |a Risk |x Econometric models | |
| 710 | 2 | |a International Monetary FundXXbMonetary and Financial Systems Dept |e Sonstige |4 oth | |
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Datensatz im Suchindex
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| author | Chan-Lau, Jorge A. |
| author_facet | Chan-Lau, Jorge A. |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:43:13Z |
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| language | English |
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| physical | 16 p. |
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| publisher | International Monetary Fund, Monetary and Financial Systems Dept. |
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| series2 | IMF working paper |
| spelling | Chan-Lau, Jorge A. Verfasser aut Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices Jorge A. Chan-Lau [Washington, D.C.] International Monetary Fund, Monetary and Financial Systems Dept. c2006 16 p. txt rdacontent c rdamedia cr rdacarrier IMF working paper WP/06/148 "June 2006." Includes bibliographical references Ökonometrisches Modell Corporations Valuation Econometric models Credit derivatives Prices Econometric models Default (Finance) Econometric models Risk Econometric models International Monetary FundXXbMonetary and Financial Systems Dept Sonstige oth |
| spellingShingle | Chan-Lau, Jorge A. Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices Ökonometrisches Modell Corporations Valuation Econometric models Credit derivatives Prices Econometric models Default (Finance) Econometric models Risk Econometric models |
| title | Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices |
| title_auth | Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices |
| title_exact_search | Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices |
| title_full | Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices Jorge A. Chan-Lau |
| title_fullStr | Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices Jorge A. Chan-Lau |
| title_full_unstemmed | Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices Jorge A. Chan-Lau |
| title_short | Is systematic default risk priced in equity returns? |
| title_sort | is systematic default risk priced in equity returns a cross sectional analysis using credit derivatives prices |
| title_sub | a cross-sectional analysis using credit derivatives prices |
| topic | Ökonometrisches Modell Corporations Valuation Econometric models Credit derivatives Prices Econometric models Default (Finance) Econometric models Risk Econometric models |
| topic_facet | Ökonometrisches Modell Corporations Valuation Econometric models Credit derivatives Prices Econometric models Default (Finance) Econometric models Risk Econometric models |
| work_keys_str_mv | AT chanlaujorgea issystematicdefaultriskpricedinequityreturnsacrosssectionalanalysisusingcreditderivativesprices AT internationalmonetaryfundxxbmonetaryandfinancialsystemsdept issystematicdefaultriskpricedinequityreturnsacrosssectionalanalysisusingcreditderivativesprices |