TY  - RPRT
AU  - Benito, Sonia
AU  - Novales Cinca, Alfonso
PY  - 2005
UR  - https://hdl.handle.net/20.500.14352/56622
AB  - We show how the term structure of volatilities for zero-cupon interest rates from the Spanish secondary debt market can be explained by a reduced number of factors. This factor representation can be used to produce time series volatilities across the...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - analysis of volatility
TI  - A factor analysis of volatility across the term structure: the Spanish case
TY  - technical report
VL  - 2005
ER  -