A critique of factor analysis of interest rates
Ilias Lekkos
| Year of publication: |
2000
|
|---|---|
| Authors: | Lekkos, Ilias |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 8.2000, 1, p. 72-83
|
| Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation | Geldmarkt | Money market | Industrieländer | Industrialized countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of derivatives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001522327