"Can CDS indexes signal future turmoils in the stock market? A Markov ..."

Rosella Castellano, Luisa Scaccia (2014)

> Home

Details and statistics

DOI: 10.1007/S10100-013-0330-7

access: closed

type: Journal Article

metadata version: 2020-06-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cejor/CastellanoS14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cejor/CastellanoS14
Rosella Castellano, Luisa Scaccia:
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective. Central Eur. J. Oper. Res. 22(2): 285-305 (2014)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.