Some notes on the empirical relationship between the CDX and the iTraxx indices
Calice, Giovanni (2009) Some notes on the empirical relationship between the CDX and the iTraxx indices. 2009 Northern Finance Association Meetings Conference, Niagara-on-the-Lake, Canada, 25 - 27 Sep 2009.
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| Item Type: | Conference or Workshop Item (Invited Paper) |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | University Structure - Pre August 2011 > School of Management |
| Item ID: | 193243 |
| Date Deposited: | 13 Jul 2011 08:56 |
| Last Modified: | 13 Jul 2011 08:56 |
| Contributors: | Calice, Giovanni (Author) |
| Date: | September 2009 |
| Status: | Unpublished |
| URI: | http://eprints.soton.ac.uk/id/eprint/193243 |
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