2002

1. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence".

   Documentos de Trabajo (ICAE)

2. An error correction factor model of term structure slopes in international swaps markets

   Documentos de Trabajo (ICAE)

3. Risk premia in the term structure of swaps in pesetas

   Documentos de Trabajo (ICAE)

4. The forecasting ability of factor models of the term structure of IRS markets

   Documentos de Trabajo (ICAE)

5. Volatility transmission acros the term structure of swap markets:: international evidence

   Documentos de Trabajo (ICAE)