Principal component analysis of yield curve movements
| Year of publication: |
2012
|
|---|---|
| Authors: | Barber, Joel ; Copper, Mark |
| Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 3, p. 750-765
|
| Publisher: |
Springer |
| Subject: | Yield Curve | Term Structure | Interest Rates | Principal Component Analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010848219