On the Factor Structure of Bond Returns (Q5087294)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the Factor Structure of Bond Returns |
scientific article; zbMATH DE number 7554966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Factor Structure of Bond Returns |
scientific article; zbMATH DE number 7554966 |
Statements
On the Factor Structure of Bond Returns (English)
0 references
11 July 2022
0 references
term structure of interest rates
0 references
bond returns
0 references
principal components
0 references
eigenvectors
0 references
factor space
0 references
local correlation
0 references
