Some notes on the empirical relationship between the CDX and the iTraxx indices
Some notes on the empirical relationship between the CDX and the iTraxx indices
Calice, Giovanni
1c9451e2-855a-484a-8214-36a140686017
September 2009
Calice, Giovanni
1c9451e2-855a-484a-8214-36a140686017
Calice, Giovanni
(2009)
Some notes on the empirical relationship between the CDX and the iTraxx indices.
2009 Northern Finance Association Meetings Conference, Niagara-on-the-Lake, Canada.
24 - 26 Sep 2009.
Record type:
Conference or Workshop Item
(Other)
This record has no associated files available for download.
More information
Published date: September 2009
Venue - Dates:
2009 Northern Finance Association Meetings Conference, Niagara-on-the-Lake, Canada, 2009-09-24 - 2009-09-26
Identifiers
Local EPrints ID: 193243
URI: http://eprints.soton.ac.uk/id/eprint/193243
PURE UUID: 88311a56-5057-4f02-87ae-6d3b54ce4e34
Catalogue record
Date deposited: 13 Jul 2011 08:56
Last modified: 10 Dec 2021 19:34
Export record
Contributors
Author:
Giovanni Calice
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics