Chan-Lau, Jorge A. <br/><br/>
Is systematic default risk priced in equity returns?  a cross-sectional analysis using credit derivatives prices /  [electronic resource] : 
Jorge A. Chan-Lau. 
 - [Washington, D.C.] :  International Monetary Fund, Monetary and Financial Systems Dept.,  c2006. 
 - 16 p. :  ill. 
 - IMF working paper ;  WP/06/148 .
 - IMF working paper ;  WP/06/148. .
<br/><br/> "June 2006." 
<br/><br/>Includes bibliographical references. 
<br/><br/><br/>Electronic reproduction. <br/>Palo Alto, Calif. : <br/>ebrary, <br/>2011. <br/>Available via World Wide Web. <br/>Access may be limited to ebrary affiliated libraries. 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Corporations--Valuation--Econometric models.<br/>Credit derivatives--Prices--Econometric models.<br/>Default (Finance)--Econometric models.<br/>Risk--Econometric models.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG6024.A3  / C43 2006eb