ID | 318486 |
Title Proper | Is systematic default risk priced in equity returns? A cross-sectional analysis using credit derivatives prices |
Language | ENG |
Author | Chan-Lau, Jorge A |
`In' analytical Note | In Krueger, Russell: Some principles for development of statistics for a gulf cooperation counvil currency union. 2006. 21p;--(IMFWP/06/141) |
Journal Source | In Krueger, Russell: Some principles for development of statistics for a gulf cooperation counvil currency union. 2006. 21p;--(IMFWP/06/141)
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Classification Number | IMF |
Key Words | Credit derivatives ; Credit derivatives indices ; Default risk ; Equity returns ; Collateralized debt obligations |