Decomposing the Sri Lanka Yield Curve Using Principal Component Analysis to Examine the Term Structure of the Interest Rate
In this study, we delve into the dynamics of the Sri Lankan government bond market, building upon prior research that focused on the application of principal component analysis (PCA) in modelling sovereign yield curves. Our analysis encompasses data spanning from January 2010 to August 2022. The stu...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-08-01
|
| Series: | Engineering Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2673-4591/68/1/62 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|