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Some notes on the empirical relationship between the CDX and the iTraxx indices

Calice, Giovanni (2009) Some notes on the empirical relationship between the CDX and the iTraxx indices At 2009 Northern Finance Association Meetings Conference, Canada. 25 - 27 Sep 2009.

Record type: Conference or Workshop Item (Other)

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Published date: September 2009
Venue - Dates: 2009 Northern Finance Association Meetings Conference, Canada, 2009-09-25 - 2009-09-27

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Local EPrints ID: 193243
URI: http://eprints.soton.ac.uk/id/eprint/193243
PURE UUID: 88311a56-5057-4f02-87ae-6d3b54ce4e34

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Date deposited: 13 Jul 2011 08:56
Last modified: 18 Jul 2017 11:29

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Contributors

Author: Giovanni Calice

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