International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment

Fulvio Pegoraro, Andrew F. Siegel*, Luca Tiozzo Pezzoli

*Corresponding author

Research output: Working paper

Fingerprint

Dive into the research topics of 'International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Computer Science