Rosella Castellano, Luisa Scaccia. Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective. CEJOR, 22(2):285-305, 2014. [doi]
@article{CastellanoS14,
title = {Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective},
author = {Rosella Castellano and Luisa Scaccia},
year = {2014},
doi = {10.1007/s10100-013-0330-7},
url = {http://dx.doi.org/10.1007/s10100-013-0330-7},
researchr = {https://researchr.org/publication/CastellanoS14},
cites = {0},
citedby = {0},
journal = {CEJOR},
volume = {22},
number = {2},
pages = {285-305},
}