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

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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

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