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
ePrint ID: 193243
Date Deposited: 13 Jul 2011 08:56
Last Modified: 27 Mar 2014 19:44
URI: http://eprints.soton.ac.uk/id/eprint/193243

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