On the factor structure of bond returns (Q5087294)
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scientific article; zbMATH DE number 7554966
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the factor structure of bond returns |
scientific article; zbMATH DE number 7554966 |
Statements
On the Factor Structure of Bond Returns (English)
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11 July 2022
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term structure of interest rates
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bond returns
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principal components
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eigenvectors
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factor space
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local correlation
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0.7429733872413635
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0.7413562536239624
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0.7337210774421692
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0.7278892993927002
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