most citedApplication of Principal Component Analysis in Chinese Sovereign Bond Market and Principal Component-Based Fixed Income Immunization

1 citations · 1 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2019★ 1 cited

Application of Principal Component Analysis in Chinese Sovereign Bond Market and Principal Component-Based Fixed Income Immunization

Lim Tze Yee, Tony She, Kezia Irene

This paper analyses the Chinese Sovereign bond yield to find out the principal factors affecting the term structure of interest rate changes. We apply Principal Component Analysis…