Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY

✍ Scribed by Ilias Lekkos

• Book ID: 117528256
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 116 KB
• Volume: 25
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/s0378-4266(00)00136-9