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~institution:"Erasmus Research Institute of Management"
~institution:"OECD"
~institution:"Schweizerische Nationalbank (SNB)"
~subject:"factor models"
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factor models
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Intelligible Factors for the
Yield
Curve
Lengwiler, Yvan
;
Lenz, Carlos
-
Schweizerische Nationalbank (SNB)
-
2008
We construct a factor model of the
yield
curve
and specify time series processes for these factors, so that the …
Persistent link: https://www.econbiz.de/10005091284
Saved in:
2
Intelligible Factors for the
Yield
Curve
Lengwiler, Yvan
;
Lenz, Carlos
-
Schweizerische Nationalbank (SNB)
-
2008
We construct a factor model of the
yield
curve
and specify time series processes for these factors, so that the …
Persistent link: https://www.econbiz.de/10008925046
Saved in:
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