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Items by Calice, Giovanni

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Number of items: 4.

Articles

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., 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.

This list was generated on Thu May 5 17:15:36 2016 IST.