A regime switching unobserved component analysis of the CDX index term premium


Calice, Giovanni, Ioannidis, Christos and Miao, Ronghui (2011) A regime switching unobserved component analysis of the CDX index term premium. Review of Financial Studies (Submitted).

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Item Type: Article
ISSNs: 0893-9454 (print)
1465-7368 (electronic)
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Social Sciences > HG Finance
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 193209
Date Deposited: 12 Jul 2011 15:45
Last Modified: 27 Mar 2014 19:44
URI: http://eprints.soton.ac.uk/id/eprint/193209

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