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A principal components analysis of market interest rates in The Netherlands, 1962-1970

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  • Fase, M. M. G.

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  • Fase, M. M. G., 1973. "A principal components analysis of market interest rates in The Netherlands, 1962-1970," European Economic Review, Elsevier, vol. 4(2), pages 107-134, June.
    • Handle: RePEc:eee:eecrev:v:4:y:1973:i:2:p:107-134
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    Cited by:

    1. Fase, M. M. G., 1995. "The demand for commercial bank loans and the lending rate," European Economic Review, Elsevier, vol. 39(1), pages 99-115, January.
    2. Konstantinos Drakos, 2004. "A Note on Sector, Rating, and Maturity Effects on Risk Premia," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 201-216, December.
    3. Butter, F.A.G. den, 1991. "The mirror of cleanliness : on the construction and use of an environment in. de for the Netherlands," Serie Research Memoranda 0044, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    4. Fang, Ming & Taylor, Stephen & Uddin, Ajim, 2022. "The network structure of overnight index swap rates," Finance Research Letters, Elsevier, vol. 46(PB).

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