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Author Chan-Lau, Jorge A.

Title Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.

Imprint [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.


Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description 16 p. : ill.
Series IMF working paper ; WP/06/148
IMF working paper ; WP/06/148.
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.
Subject Corporations -- Valuation -- Econometric models.
Credit derivatives -- Prices -- Econometric models.
Default (Finance) -- Econometric models.
Risk -- Econometric models.
Genre/Form Electronic books.
Added Author International Monetary Fund. Monetary and Financial Systems Dept.
ProQuest (Firm)

Available items only