A Markov switching unobserved component analysis of the CDX index term premium
In: International Review of Financial Analysis, Jg. 44 (2016-03-01), S. 189-204
academicJournal
Zugriff:
Titel: |
A Markov switching unobserved component analysis of the CDX index term premium
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Autor/in / Beteiligte Person: | Calice, Giovanni ; Ioannidis, Christos ; Miao, Rong ; Hui |
Link: | |
Zeitschrift: | International Review of Financial Analysis, Jg. 44 (2016-03-01), S. 189-204 |
Veröffentlichung: | 2016 |
Medientyp: | academicJournal |
ISSN: | 1057-5219 (electronic) |
DOI: | 10.1016/j.irfa.2016.01.020 |
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