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~person:"Sola, Martin"
~subject:"Markov chain"
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Sola, Martin
Spagnolo, Nicola
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Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
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2
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
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