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An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method

Crossref DOI link: https://doi.org/10.1007/s10690-024-09498-z

Published Online: 2024-10-04

Published Print: 2025-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Liu, Nien-Lin

Suzuki, Ryoichi https://orcid.org/0000-0001-9979-1882
Funding

Funding for this research was provided by:

Japan Society for the Promotion of Science (19K23203)

Japan Society for the Promotion of Science (23K12507)

Ritsumeikan University
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Text and Data Mining valid from 2024-10-04

Version of Record valid from 2024-10-04
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Article History

Accepted: 21 September 2024

First Online: 4 October 2024

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