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. The Role of Finance in Stabilizing the Past, Present, and Future Real Economy, Berlin, DE, 09 - 10 Jun 2011.
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| Item Type: | Conference or Workshop Item (Invited Paper) |
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| Related URLs: | |
| 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: | 193297 |
| Date Deposited: | 13 Jul 2011 08:18 |
| Last Modified: | 13 Jul 2011 08:18 |
| Contributors: | Calice, Giovanni (Author) Ioannidis, Christos (Author) Miao, Ronghui (Author) |
| Date: | June 2011 |
| Status: | Unpublished |
| URI: | http://eprints.soton.ac.uk/id/eprint/193297 |
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