Calice, Giovanni, Ioannidis, Christos and Miao, Ronghui (2011) A regime switching unobserved component analysis of the CDX index term premium. The Role of Finance in Stabilizing the Past, Present, and Future Real Economy, Berlin, Germany. 08 - 09 Jun 2011.
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Published date: June 2011
Venue - Dates:
The Role of Finance in Stabilizing the Past, Present, and Future Real Economy, Berlin, Germany, 2011-06-08 - 2011-06-09
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Local EPrints ID: 193297
URI: http://eprints.soton.ac.uk/id/eprint/193297
PURE UUID: d66ddecb-bba6-4a3e-aee8-e48897cc73d0
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Date deposited: 13 Jul 2011 08:18
Last modified: 10 Dec 2021 19:34
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Contributors
Author:
Giovanni Calice
Author:
Christos Ioannidis
Author:
Ronghui Miao
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