Items by Calice, Giovanni
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Number of items: 4.
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., Ioannidis, C. and Miao, R. H., 2015. Forthcoming. A Markov switching unobserved component analysis of the CDX index term premium. International Review of Financial Analysis
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.