Predicting Markov volatility switches using monetary policy variables
| Year of publication: |
2007
|
|---|---|
| Authors: | Sola, Martin ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 95.2007, 1, p. 110-116
|
| Publisher: |
Elsevier |