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 Review of Financial Studies

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Item Type: Article
ISSNs: 0893-9454 (print)
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ePrint ID: 193209
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2011Submitted
Date Deposited: 12 Jul 2011 15:45
Last Modified: 18 Apr 2017 01:46
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/193209

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