Common factors, principal components analysis, and the term structure of interest rates
Januj Juneja
| Year of publication: |
2012
|
|---|---|
| Authors: | Juneja, Januj |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 24.2012, p. 48-56
|
| Subject: | Bond returns | Principal components analysis | Common factors | Term structure of interest rates | Zinsstruktur | Yield curve | Hauptkomponentenanalyse | Principal component analysis | Anleihe | Bond | Theorie | Theory | Rendite | Yield | CAPM | Öffentliche Anleihe | Public bond | Faktorenanalyse | Factor 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/10009688180