Volatility Transmission acros the Term Structure of Swap Markets: International Evidence

Pilar Abad and Alfonso Novales ()

Documentos del Instituto Complutense de Análisis Económico from Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

New Economics Papers: this item is included in nep-ets, nep-fin and nep-rmg
Date: Written 2002

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Related works:
Journal Article: Volatility transmission across the term structure of swap markets: international evidence (2004)
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