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May 23, 2013

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Subject/Keyword: credit derivatives

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1. Title: Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices   Author/Editor: Chan-Lau, Jorge A.   Series: Working Paper No. 06/148   Published: June 01, 2006   Subject(s): Credit risk | Credit tranches   Author's Keyword(s): Equity returns | default risk | credit derivatives | credit derivatives indices | collateralized debt obligations   2. Title: The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions   Author/Editor: Chan-Lau, Jorge A. ; Ong, Li L.   Series: Working Paper No. 06/139   Published: June 01, 2006   Subject(s): Credit risk | United Kingdom | Capital markets | Financial stability   Author's Keyword(s): CDO | CDS | credit derivatives | credit risk transfer | structured credit products   3. Title: Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective   Author/Editor: Chan-Lau, Jorge A. ; Lu, Yinqiu   Series: Working Paper No. 06/107   Published: April 01, 2006   Subject(s): Financial risk | Europe | Credit risk | Risk management | Financial sector | Debt | Credit tranches | Asset prices | International capital markets | Corporate sector   Author's Keyword(s): Systemic risk | idiosyncratic risk | credit derivatives | credit derivatives indices | collateralized debt obligations | tranches   4. Title: Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets   Author/Editor: Chan-Lau, Jorge A. ; Kim, Yoon Sook   Series: Working Paper No. 04/27   Published: February 01, 2004   Subject(s): Stock markets | Credit | Bonds | Emerging markets | Economic models   Author's Keyword(s): Credit derivatives | bond spreads | equity prices | price discovery | equilibrium | emerging markets

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