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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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: 193297
Date Deposited: 13 Jul 2011 08:18
Last Modified: 27 Mar 2014 19:44
URI: http://eprints.soton.ac.uk/id/eprint/193297

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