Sources of time variation in the covariance matrix of interest rates
Year of publication: |
2006
|
---|---|
Authors: | Pérignon, Christophe ; Villa, Christophe |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 79.2006, 3, p. 1535-1550
|
Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | USA | United States | Korrelation | Correlation |
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