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

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

ISSN: 0960-3107

Argitalpen urtea: 2004

Alea: 14

Zenbakia: 14

Orrialdeak: 1045-1058

Mota: Artikulua

DOI: 10.1080/0960310042000245563 GOOGLE SCHOLAR