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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, Edoardo; 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
2012
9788884677471
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, Edoardo; Ramchander, S.. - WP 12/14:(2012).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11388/151962
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