Abad, PilarNovales Cinca, Alfonso Santiago2023-06-212023-06-212002https://hdl.handle.net/20.500.14352/64510We characterize the behavior of volatility across the term structure of interest rate swaps in three currencies (Deutsche mark, Japanese yen and US Dollar)engVolatility transmission acros the term structure of swap markets: international evidencetechnical reportopen accessE43G00G15Interest rate swapsTerm structure of interest ratesAutoregressive conditional heteroscedstic modelsVolatility spilloversMercados bursátiles y financieros