TY - BOOK AU - Chan-Lau,Jorge A. ED - International Monetary Fund. ED - ebrary, Inc. TI - Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices T2 - IMF working paper AV - HG6024.A3 C43 2006eb PY - 2006/// CY - [Washington, D.C.] PB - International Monetary Fund, Monetary and Financial Systems Dept. KW - Corporations KW - Valuation KW - Econometric models KW - Credit derivatives KW - Prices KW - Default (Finance) KW - Risk KW - Electronic books KW - local N1 - "June 2006."; Includes bibliographical references; Electronic reproduction; Palo Alto, Calif.; ebrary; 2011; Available via World Wide Web; Access may be limited to ebrary affiliated libraries UR - http://site.ebrary.com/lib/welingkar/Doc?id=10380829 ER -