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
Pages
26
From page
229
To page
254
Keywords
Factor models , Principal components , Term structure of interest rates , Swap markets , IRS
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2005
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189725
Link To Document