%0 Report
%A Abad , Pilar
%A Novales Cinca, Alfonso
%T Volatility transmission acros the term structure of swap markets: international evidence
%J Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE)
%D 2002
%U https://hdl.handle.net/20.500.14352/64510
%X We characterize the behavior of volatility across the term structure of interest rate swaps in three currencies (Deutsche mark, Japanese yen and US Dollar)
%~