The dynamics of the term structure of interest rates: an independent component analysis

Franck Moraux () and Christophe Villa
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Christophe Villa: CREM - Centre de recherche en économie et management - UNICAEN - Université de Caen Normandie - NU - Normandie Université - UR - Université de Rennes - CNRS - Centre National de la Recherche Scientifique

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Keywords: interest rates; term structure; dynamics; independent component analysis (search for similar items in EconPapers)
Date: 2003
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Published in C. LESAGE M. COTTRELL. Connectionist Approaches in Economics and Management Sciences, Kluwer, 2003

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00076706

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