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oai:docta.ucm.es:20.500.14352/645102025-05-19T15:07:03Zcom_20.500.14352_14col_20.500.14352_17

Abad Romero, Pilar Novales Cinca, Alfonso Santiago 2023-06-21T01:45:56Z 2023-06-21T01:45:56Z 2002 https://hdl.handle.net/20.500.14352/64510 We characterize the behavior of volatility across the term structure of interest rate swaps in three currencies (Deutsche mark, Japanese yen and US Dollar) eng open access Volatility transmission acros the term structure of swap markets: international evidence technical report