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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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Submitted date: 2011

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Local EPrints ID: 193209
URI: http://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 Jul 2017 11:29

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Contributors

Author: Giovanni Calice
Author: Christos Ioannidis
Author: Ronghui Miao

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