Testing the homogeneous interest rates assumption using the principal component analysis
Year of publication: |
2010
|
---|---|
Authors: | Stelmach, Jerzy |
Published in: |
Conference proceedings, september 16 - 17, 2010 / International Conference Global Challenges for Economic Theory and Practice in Central and Eastern European Countries. - Vilnius : Vilnius Univ., ISBN 978-9955-33-594-8. - 2010, p. 347-353
|
Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Hauptkomponentenanalyse | Principal component analysis | Schätzung | Estimation | Eurozone | Euro area | 2007-2010 |
-
Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp, (2013)
-
Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp, (2014)
-
The influence of sovereign bond yields on bank lending rates: the pass-through in Europe
Eller, Markus, (2016)
- More ...
-
Das Recht als ökonomische Tatsache
Stelmach, Jerzy, (2006)
-
Time-Varying Behaviour of Sector Beta Risk – The Case of Poland
Kurach, Radosław, (2014)
- More ...