  We report on a broad-band X-ray study (0.5-60 keV) of the poorly known
candidate Supergiant Fast X-ray Transient (SFXT) IGR J18462-0223, and on
optical and near-infrared (NIR) followup observations of field objects. The
out-of-outburst X-ray state has been investigated for the first time with
archival INTEGRAL/IBIS, ASCA, Chandra and Swift/XRT observations. This allowed
us to place stringent 3 sigma upper limits on the soft (0.5-10 keV) and hard
(18-60 keV) X-ray emission of 2.9x10^-13 erg cm^-2 s^-1 and 8x10^-12 erg cm^-2
s^-1, respectively; the source was also detected during an intermediate soft
X-ray state with flux equal to 1.6x10^-11 erg cm^-2 s^-1 (0.5-10 keV). In
addition, we report on the INTEGRAL/IBIS discovery of three fast hard X-ray
flares (18-60 keV) having a duration in the range 1-12 hours: the flaring
behavior was also investigated in soft X-rays (3-10 keV) with archival
INTEGRAL/JEM-X observations. The duty cycle (1.2%) and the dynamic ranges (>
1,380 and > 190 in the energy bands 0.5-10 keV and 18-60 keV, respectively)
were measured for the first time. Archival UKIDSS JHK NIR data, together with
our deep R-band imaging of the field, unveiled a single, very red object inside
the intersection of the Swift/XRT and XMM-Newton error circles: this source has
optical/NIR photometric properties compatible with a very heavily absorbed blue
supergiant located at about 11 kpc, thus being a strong candidate counterpart
for IGR J18462-0223. NIR spectroscopy is advised to confirm the association.
Finally, a hint of a possible orbital period was found at about 2.13 days. If
confirmed by further studies, this would make IGR J18462-0223 the SFXT with the
shortest orbital period among the currently known systems.
