Is systematic default risk priced in equity returns? - a cross-sectional analysis using credit derivatives prices

Författare
Jorge A. Chan-Lau
(Prepared by Jorge A. Chan-Lau.)
Genre
Bibliografi
Språk
Engelska
Förlag År Ort Om boken ISBN
International Monetary Fund, Monetary and Financial Systems Dept. c2006 District of Columbia, Washington, D.C 16 sidor. : ill. 28 cm.