Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices
(eBook)
Author
Published
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.
Physical Desc
16 pages : ill.
Status
More Details
Format
eBook
Language
English
Notes
General Note
"June 2006."
Bibliography
Includes bibliographical references.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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Citations
APA Citation, 7th Edition (style guide)
Chan-Lau, J. A. (2006). Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices . International Monetary Fund, Monetary and Financial Systems Dept..
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Chan-Lau, Jorge A. 2006. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices. International Monetary Fund, Monetary and Financial Systems Dept.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Chan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices International Monetary Fund, Monetary and Financial Systems Dept, 2006.
MLA Citation, 9th Edition (style guide)Chan-Lau, Jorge A. Is Systematic Default Risk Priced in Equity Returns?: A Cross-sectional Analysis Using Credit Derivatives Prices International Monetary Fund, Monetary and Financial Systems Dept., 2006.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
b8f94e9b-5d64-344f-4b4b-cca677df462e-eng
Grouping Information
| Grouped Work ID | b8f94e9b-5d64-344f-4b4b-cca677df462e-eng |
|---|---|
| Full title | is systematic default risk priced in equity returns a cross sectional analysis using credit derivatives prices |
| Author | chan lau jorge a |
| Grouping Category | book |
| Last Update | 2022-06-07 21:23:19PM |
| Last Indexed | 2024-06-26 04:40:49AM |
Book Cover Information
| Image Source | default |
|---|---|
| First Loaded | Feb 21, 2024 |
| Last Used | Feb 23, 2024 |
Marc Record
| First Detected | Aug 09, 2021 12:39:47 PM |
|---|---|
| Last File Modification Time | Nov 22, 2021 09:03:09 AM |
MARC Record
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| 100 | 1 | |a Chan-Lau, Jorge A. | |
| 245 | 1 | 0 | |a Is systematic default risk priced in equity returns?|h [eBook] :|b a cross-sectional analysis using credit derivatives prices /|c Jorge A. Chan-Lau. |
| 260 | |a [Washington, D.C.] :|b International Monetary Fund, Monetary and Financial Systems Dept.,|c c2006. | ||
| 300 | |a 16 p. :|b ill. | ||
| 490 | 1 | |a IMF working paper ;|v WP/06/148 | |
| 500 | |a "June 2006." | ||
| 504 | |a Includes bibliographical references. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Corporations|x Valuation|x Econometric models. | |
| 650 | 0 | |a Credit derivatives|x Prices|x Econometric models. | |
| 650 | 0 | |a Default (Finance)|x Econometric models. | |
| 650 | 0 | |a Risk|x Econometric models. | |
| 655 | 4 | |a Electronic books. | |
| 710 | 2 | |a International Monetary Fund.|b Monetary and Financial Systems Dept. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a IMF working paper ;|v WP/06/148. | |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yavapai-ebooks/detail.action?docID=3014452|x Yavapai College|y Yavapai College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/prescottcollege-ebooks/detail.action?docID=3014452|x Prescott College|y Prescott College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yln-ebooks/detail.action?docID=3014452|x Yavapai Library Network|y All other users click here to access |
| 945 | |a E-Book | ||
