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 |
| Item ID: | 193209 |
| Date Deposited: | 12 Jul 2011 15:45 |
| Last Modified: | 13 Jul 2011 16:29 |
| Contributors: | Calice, Giovanni (Author) Ioannidis, Christos (Author) Miao, Ronghui (Author) |
| Date: | 2011 |
| Status: | Submitted |
| URI: | http://eprints.soton.ac.uk/id/eprint/193209 |
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