Factor models and the correlation structure of interest rates : some evidence for USD, GBP, DEM and JPY
Ilias Lekkos
| Year of publication: |
2001
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|---|---|
| Authors: | Lekkos, Ilias |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 8, p. 1427-1445
|
| Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Theorie | Theory | Welt | World | Korrelation | Correlation | 1984-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001594005