RT Report
T1 Volatility transmission acros the term structure of swap markets: international evidence
A1 Abad, Pilar
A1 Novales Cinca, Alfonso
AB We characterize the behavior of volatility across the term structure of interest rate swaps in three currencies (Deutsche mark, Japanese yen and US Dollar)
PB Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
YR 2002
FD 2002
LK https://hdl.handle.net/20.500.14352/64510
UL https://hdl.handle.net/20.500.14352/64510
LA eng
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DS Docta Complutense
RD 28 abr 2024