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[null,"1.","Record Nr.",null,"UNINA9910464832603321"]
[null,null,"Autore",null,"Chan-Lau Jorge A"]
[null,null,"Titolo",null,"Is systematic default risk priced in equity returns? [[electronic resource] ] : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau"]
[null,null,"Pubbl/distr/stampa",null,"[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006"]
[null,null,"ISBN",null,"1-4623-7402-6"]
[{"$nulls":4},"1-4527-5317-2"]
[{"$nulls":4},"1-282-39213-1"]
[{"$nulls":4},"9786613820563"]
[{"$nulls":4},"1-4527-0254-3"]
[null,null,"Descrizione fisica",null,"1 online resource (18 p.)"]
[null,null,"Collana",null,"IMF working paper ; ; WP/06/148"]
[null,null,"Soggetti",null,"Corporations - Valuation - Econometric models"]
[{"$nulls":4},"Credit derivatives - Prices - Econometric models"]
[{"$nulls":4},"Default (Finance) - Econometric models"]
[{"$nulls":4},"Risk - Econometric models"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","\"June 2006.\""]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"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\"\""]