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 At The Role of Finance in Stabilizing the Past, Present, and Future Real Economy, Germany. 09 - 10 Jun 2011.

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Item Type: Conference or Workshop Item (Other)
Venue - Dates: The Role of Finance in Stabilizing the Past, Present, and Future Real Economy, Germany, 2011-06-09 - 2011-06-10
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ePrint ID: 193297
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June 2011Published
Date Deposited: 13 Jul 2011 08:18
Last Modified: 18 Apr 2017 01:46
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/193297

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