مرکز منطقه ای اطلاع رساني علوم و فناوري - Factor models and the correlation structure of interest rates: Some evidence for USD, GBP, DEM and JPY

Title of article :

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

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

1427

To page :

1445

Keywords :

Barbell strategy , Factor models , Interest rate correlations

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193292

Link To Document :