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

Record type: Conference or Workshop Item (Other)

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Published date: June 2011
Venue - Dates: The Role of Finance in Stabilizing the Past, Present, and Future Real Economy, Germany, 2011-06-09 - 2011-06-10

Identifiers

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: 18 Jul 2017 11:29

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Contributors

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

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