Publications en collaboration avec des chercheurs de Universidade de Vigo (2)

2005

  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

2004

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

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