TY  - RPRT
AU  - Novales Cinca, Alfonso Santiago
AU  - Domínguez, Emilio
PY  - 2002
UR  - https://hdl.handle.net/20.500.14352/64514
AB  - This paper departs from previous research in dealing with dimensionality reduction in the space of international term structure slopes. Recent empirical work has documented the existence of information in the slope of the term structure which is...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Term structure of interest rates
KW  - Term structure slope
KW  - Principal components
KW  - Eurocurrencies
TI  - A factor model of term structure slopes in eurocurrency markets
TY  - technical report
VL  - 2002
ER  -