Publications in collaboration with researchers from Universidade de Vigo (2)


  1. An error correction factor model of term structure slopes in international swap markets

    Journal of International Financial Markets, Institutions and Money, Vol. 15, Núm. 3, pp. 229-254


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

    Applied Financial Economics, Vol. 14, Núm. 14, pp. 1045-1058