Using principal component analysis to explain term structure movements : performance and stability
Year of publication: |
2004
|
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Authors: | Soto, Gloria M. |
Published in: |
Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 8.2004, p. 203-227
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Subject: | Zinsstruktur | Yield curve | CAPM | Finanzanalyse | Financial analysis | Theorie | Theory | Öffentliche Anleihe | Public bond | Spanien | Spain | 1992-1999 |
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