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1. |
Record Nr. |
UNINA9910464832603321 |
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Autore |
Chan-Lau Jorge A |
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Titolo |
Is systematic default risk priced in equity returns? [[electronic resource] ] : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
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ISBN |
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1-4623-7402-6 |
1-4527-5317-2 |
1-282-39213-1 |
9786613820563 |
1-4527-0254-3 |
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Descrizione fisica |
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1 online resource (18 p.) |
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Collana |
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IMF working paper ; ; WP/06/148 |
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Soggetti |
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Corporations - Valuation - Econometric models |
Credit derivatives - Prices - Econometric models |
Default (Finance) - Econometric models |
Risk - Econometric models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. EQUITY RETURNS AND SYSTEMATIC DEFAULT RISK""; ""III. EXTRACTING SYSTEMATIC DEFAULT RISK MEASURES FROM CREDIT DERIVATIVES PRICES""; ""IV. IS SYSTEMATIC DEFAULT RISK PRICED IN EQUITY RETURNS?""; ""V. CONCLUSIONS""; ""REFERENCES"" |
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2. |
Record Nr. |
UNISA996466595103316 |
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Autore |
Chapman T. A (Thomas A.), <1940-> |
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Titolo |
Controlled simple homotopy theory and applications / / T. A. Chapman |
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Pubbl/distr/stampa |
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Heidelberg : , : Springer-Verlag, , [1983] |
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©1983 |
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ISBN |
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Edizione |
[1st ed. 1983.] |
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Descrizione fisica |
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1 online resource (III, 94 p.) |
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Collana |
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Lecture notes in mathematics (Springer-Verlag) ; ; 1009 |
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Classificazione |
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Disciplina |
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Soggetti |
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Homotopy theory |
Infinite-dimensional manifolds |
Topology |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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Applications -- Definitions and notation -- Construction of Wh(y)? -- Functorial properties -- Controlled whitehead torsion -- Construction of K0(Y)? -- Controlled finiteness obstruction -- Further properties of the controlled finiteness obstruction -- The splitting homomorphism -- The splitting sequence -- The realization theorem -- Calculations -- The Controlled Boundary Theorem -- The Controlled s-Cobordism Theorem. |
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