CDX and iTraxx and their relation to the banking system: evidence from the financial crisis


Calice, Giovanni (2011) CDX and iTraxx and their relation to the banking system: evidence from the financial crisis. Journal of Financial and Quantitative Analysis (Submitted).

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Item Type: Article
ISSNs: 0022-1090 (print)
1756-6916 (electronic)
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 193535
Date Deposited: 15 Jul 2011 08:58
Last Modified: 27 Mar 2014 19:44
URI: http://eprints.soton.ac.uk/id/eprint/193535

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