The network structure of overnight index swap rates
Year of publication: |
2022
|
---|---|
Authors: | Fang, Ming ; Taylor, Stephen ; Uddin, Ajim |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-9
|
Subject: | Fixed income | Graph centrality | Overnight index swap rates | Principal component analysis |
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