Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
Основен автор: | Chan-Lau, Jorge A. |
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Автор-организация: | International Monetary Fund. Monetary and Financial Systems Dept., ebrary, Inc. |
Формат: | Електронен |
Език: | English |
Публикувано: |
[Washington, D.C.] :
International Monetary Fund, Monetary and Financial Systems Dept.,
c2006.
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Серия: |
IMF working paper ;
WP/06/148. |
Предмети: | |
Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
Описание на библ. документ: |
"June 2006." |
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Физически характеристики: |
16 p. : ill. |
Библиография: |
Includes bibliographical references. |