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A regime switching unobserved component analysis of the CDX index term premium

A regime switching unobserved component analysis of the CDX index term premium
A regime switching unobserved component analysis of the CDX index term premium
0893-9454
Calice, Giovanni
1c9451e2-855a-484a-8214-36a140686017
Ioannidis, Christos
bfd4753f-5779-47ed-b899-c382fdd99151
Miao, Ronghui
e8de9978-4d69-4bb3-b662-6e665d54e4e9
Calice, Giovanni
1c9451e2-855a-484a-8214-36a140686017
Ioannidis, Christos
bfd4753f-5779-47ed-b899-c382fdd99151
Miao, Ronghui
e8de9978-4d69-4bb3-b662-6e665d54e4e9

Calice, Giovanni, Ioannidis, Christos and Miao, Ronghui (2011) A regime switching unobserved component analysis of the CDX index term premium. Review of Financial Studies. (Submitted)

Record type: Article

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Submitted date: 2011

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Local EPrints ID: 193209
URI: https://eprints.soton.ac.uk/id/eprint/193209
ISSN: 0893-9454
PURE UUID: 4ebbf996-3f21-4328-b581-9a7ca44ea7f1

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Date deposited: 12 Jul 2011 15:45
Last modified: 18 Oct 2018 16:33

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