TY  - RPRT
AU  - Novales Cinca, Alfonso
AU  - Abad Romero, Pilar
PY  - 2002
UR  - https://hdl.handle.net/20.500.14352/64509
AB  - Some characteristics of the term structure in interest rate swap (IRS) markets are influenced by the own idiosyncrasy of this financial instrument, which could explain the rejection of the Expectations Hypothesis, we present evidence supporting the...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Term structure
KW  - Interest rate swaps
KW  - Expectations theory
KW  - Forwad rate
KW  - Risk premium
TI  - Risk premia in the term structure of swaps in pesetas
TY  - technical report
VL  - 2002
ER  -