VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION / Khalifa, A.A.A., Hammoudeh, S., Otranto, E., Ramchander, S.. - WP 12/14:(2012).
VOLATILITY TRANSMISSION ACROSS CURRENCY, COMMODITY AND EQUITY MARKETS UNDER MULTICHAIN REGIME SWITCHING: IMPLICATIONS FOR HEDGING AND PORTFOLIO ALLOCATION
OTRANTO, Edoardo;
2012-01-01
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