A regression and comparative study of United States and South African yield curves using principal component analysis

Kavir Patel; Ashfaaq Mohamed; Gary W. van Vuuren

For full functionality, including active links, we recommend downloading the PDF. Certain interactive features may not operate within the embedded viewer.
Download this PDF file

Crossref Citations

1. Exploiting non-parallel risk premia in the South African sovereign bond market
Sanveer Hariparsad, Eben Maré
South African Journal of Economic and Management Sciences vol: 27 issue: 1 year: 2024
doi: 10.4102/SAJEMS.v27i1.5412

2. Examining swap butterfly risk premia in South Africa
Sanveer Hariparsad, Eben Maré
Investment Analysts Journal vol: 52 issue: 3 first page: 220 year: 2023
doi: 10.1080/10293523.2023.2240563

African Online Scientific Information Systems (Pty) Ltd t/a AOSIS
Reg No: 2002/002017/07
International Tel: +27 21 975 2602
5 Hafele Street, Durbanville, Cape Town, 7550, South Africa
publishing(AT)aosis.co.za replace (AT) with @

All articles published in this journal are licensed under the Creative Commons Attribution 4.0 International (CC BY 4.0) license, unless otherwise stated.
Website design & content: ©2026 AOSIS (Pty) Ltd. All rights reserved. No unauthorised duplication allowed.
By continuing to use this website, you agree to our Privacy Policy, Terms of Use and Security Policy.

________

Subscribe to our newsletter

Get specific, domain-collection newsletters detailing the latest CPD courses, scholarly research and call-for-papers in your field.

South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)