Items by Calice, Giovanni
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Number of items: 4.
Calice, G., Ioannidis, C. and Miao, R. H., 2016. A Markov switching unobserved component analysis of the CDX index term premium. International Review of Financial Analysis, 44, pp. 189-204.
Calice, G., Mio, R., Štěrba, F. and Vašíček, B., 2015. Short-term determinants of the idiosyncratic sovereign risk premium:a regime-dependent analysis for European credit default swaps. Journal of Empirical Finance, 33, pp. 174-189.
Calice, G. and Ioannidis, C., 2012. An empirical analysis of the impact of the credit default swap index market on large complex financial institutions. International Review of Financial Analysis, 25, pp. 117-130.
Calice, G., Ioannidis, C. and Williams, J., 2012. Credit derivatives and the default risk of large complex financial institutions. Journal of Financial Services Research, 42 (1-2), pp. 85-107.