Volatility transmission across the term structure of swap markets: International evidence

  1. Abad, P.
  2. Novales, A.
Journal:
Applied Financial Economics

ISSN: 0960-3107

Year of publication: 2004

Volume: 14

Issue: 14

Pages: 1045-1058

Type: Article

DOI: 10.1080/0960310042000245563 GOOGLE SCHOLAR
Data source: Scopus