Common factors in international bond returns and a joint ATSM to match them
Christian Gabriel
| Year of publication: |
2014
|
|---|---|
| Authors: | Gabriel, Christian |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 4.2014, 7, p. 532-539
|
| Subject: | Affine Term Structure Models | Common Factors | Government Bonds | International Term Structure Models | Principal Component Analysis | Zinsstruktur | Yield curve | Anleihe | Bond | Öffentliche Anleihe | Public bond | Deutschland | Germany | Rendite | Yield | Japan | Schätzung | Estimation | Großbritannien | United Kingdom | Hauptkomponentenanalyse | Principal component analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010531345