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010   $a1-282-39213-1
010   $a9786613820563
010   $a1-4527-0254-3
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035   $a(EBL)3014452
035   $a(SSID)ssj0000941852
035   $a(PQKBManifestationID)11498817
035   $a(PQKBTitleCode)TC0000941852
035   $a(PQKBWorkID)10964285
035   $a(PQKB)10273573
035   $a(OCoLC)694141115
035   $a(MiAaPQ)EBC3014452
035   $a(EXLCZ)993360000000443096
100   $a20061106d2006      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aIs systematic default risk priced in equity returns?$b[electronic resource] $ea cross-sectional analysis using credit derivatives prices /$fJorge A. Chan-Lau
210   $a[Washington, D.C.] $cInternational Monetary Fund, Monetary and Financial Systems Dept.$dc2006
215   $a1 online resource (18 p.)
225 1 $aIMF working paper ;$vWP/06/148
300   $a"June 2006."
311   $a1-4518-6408-6 
320   $aIncludes bibliographical references.
327   $a""Contents""; ""I. INTRODUCTION""; ""II. EQUITY RETURNS AND SYSTEMATIC DEFAULT RISK""; ""III. EXTRACTING SYSTEMATIC DEFAULT RISK MEASURES FROM CREDIT DERIVATIVES PRICES""; ""IV. IS SYSTEMATIC DEFAULT RISK PRICED IN EQUITY RETURNS?""; ""V. CONCLUSIONS""; ""REFERENCES""
410  0$aIMF working paper ;$vWP/06/148.
606   $aCorporations$xValuation$xEconometric models
606   $aCredit derivatives$xPrices$xEconometric models
606   $aDefault (Finance)$xEconometric models
606   $aRisk$xEconometric models
608   $aElectronic books.
615  0$aCorporations$xValuation$xEconometric models.
615  0$aCredit derivatives$xPrices$xEconometric models.
615  0$aDefault (Finance)$xEconometric models.
615  0$aRisk$xEconometric models.
700   $aChan-Lau$b Jorge A$0857600
712 02$aInternational Monetary Fund.$bMonetary and Financial Systems Dept.
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464832603321
996   $aIs systematic default risk priced in equity returns$92116550
997   $aUNINA