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Empirical analysis of term structure shifts
Article
Barber, Joel R. (2021). Empirical analysis of term structure shifts .
45(2), 360-371. 10.1007/s12197-020-09521-9
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Barber, Joel R. (2021). Empirical analysis of term structure shifts .
45(2), 360-371. 10.1007/s12197-020-09521-9
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Overview
cited authors
Barber, Joel R
authors
Barber, Joel
publication date
April 1, 2021
Research
keywords
Business & Economics
Business, Finance
Economics
G12
Principal component analysis
RISK
Social Sciences
Spot rates
Term structure shift
Identifiers
Digital Object Identifier (DOI)
https://doi.org/10.1007/s12197-020-09521-9
Additional Document Info
publisher
SPRINGERNATURE
start page
360
end page
371
volume
45
issue
2