Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model
| Title | Volatility Transmission Across Markets: A Multi-Chain Markov Switching Model |
| Publication Type | Journal Article |
| Year of Publication | 2007 |
| Authors | Otranto, E |
| Journal | APPLIED FINANCIAL ECONOMICS |
| Volume | 17 |
| Pagination | 659 - 670 |
| ISBN Number | 0960-3107 |