The intelligible factor model : international comparison and stylized facts
Year of publication: |
2014
|
---|---|
Authors: | Lengwiler, Yvan ; Lenz, Carlos |
Published in: |
Developments in macro-finance Yield curve modelling. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 978-1-107-04455-5. - 2014, p. 200-215
|
Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Großbritannien | United Kingdom | USA | United States | Deutschland | Germany |
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