On the factor structure of bond returns
Richard K. Crump, Nikolay Gospodinov
| Year of publication: |
2022
|
|---|---|
| Authors: | Crump, Richard K. ; Gospodinov, Nikolaj |
| Subject: | bond returns | eigenvectors | factor space | local correlation | principal components | Term structure of interest rates | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Anleihe | Bond | Korrelation | Correlation | Theorie | Theory | Rentenmarkt | Bond market | Öffentliche Anleihe | Public bond | Faktorenanalyse | Factor analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/ECTA17943 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821679