The expectation hypothesis of interest rates and network theory: The case of Brazil
Year of publication: |
2009
|
---|---|
Authors: | Tabak, Benjamin M. ; Serra, Thiago R. ; Cajueiro, Daniel O. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 388.2009, 7, p. 1137-1149
|
Publisher: |
Elsevier |
Subject: | Interest rates network | Emerging markets | Term structure of interest rates | Econophysics | Minimum spanning tree |
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