Is systematic default risk priced in equity returns? [electronic resource] : a cross-sectional analysis using credit derivatives prices / Jorge A. Chan-Lau.
Series: IMF working paper ; WP/06/148.Publication details: [Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006.Description: 16 p. : illSubject(s): Genre/Form: LOC classification:- HG6024.A3 C43 2006eb
Item type | Current library | Call number | URL | Status | Date due | Barcode | Item holds | |
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E-Book | Strathmore University (Main Library) Online Resource | Link to resource | Not for loan |
"June 2006."
Includes bibliographical references.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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