Publications by the researcher in collaboration with Pilar Abad Romero (5)

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)