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

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