Empirical analysis of term structure shifts Article

Barber, Joel R. (2021). Empirical analysis of term structure shifts . Journal of Economics and Finance, 45(2), 360-371. 10.1007/s12197-020-09521-9

cited authors

  • Barber, Joel R

authors

publication date

  • April 1, 2021

published in

keywords

  • Business & Economics
  • Business, Finance
  • Economics
  • G12
  • Principal component analysis
  • RISK
  • Social Sciences
  • Spot rates
  • Term structure shift

Digital Object Identifier (DOI)

start page

  • 360

end page

  • 371

volume

  • 45

issue

  • 2