Constructing interest rate volatility indices over short- and long-term horizons
- López García, Raquel
- Navarro Arribas, Eliseo
Journal:
Documentos de Trabajo DAEF (Departamento de Análisis Económico y Finanzas). UCLM
ISSN: 1989-4856
Year of publication: 2011
Issue: 3
Type: Working paper