Pension plan solvency and extreme market movements::A regime switching approach

Abourashchi, Niloufar, Clacher, Iain, Freeman, Mark C orcid.org/0000-0003-4521-2720 et al. (3 more authors) (2016) Pension plan solvency and extreme market movements::A regime switching approach. The European Journal of Finance. pp. 1292-1319.

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Item Type: Article
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Copyright, Publisher and Additional Information:

© 2014 The Author(s). Published by Taylor & Francis.
Dates:
  • Published: 2016
  • Published (online): 23 September 2014
  • Accepted: 9 July 2014
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 31 Jan 2017 09:55
Last Modified: 23 Jan 2025 00:10
Published Version: https://doi.org/10.1080 / 1351847X.2014.946528
Status: Published
Refereed: Yes
Identification Number: 10.1080 / 1351847X.2014.946528
Open Archives Initiative ID (OAI ID):

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