Title of article :
An error correction factor model of term structure slopes in international swap markets
Author/Authors :
Pilar Abad، نويسنده , , Alfonso Novales، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Factor models , Principal components , Term structure of interest rates , Swap markets , IRS
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
