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Level-Slope-Curvature - Fact or Artefact?

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Author Info
Roger Lord () (Erasmus Universiteit Rotterdam, and Rabobank International, Utrecht.)
Antoon Pelsser () (Erasmus Universiteit Rotterdam, and ING Group, Amsterdam.)

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Abstract

The first three factors resulting from a principal components analysis of term structure data are in the literature typically interpreted as driving the level, slope and curvature of the term structure. Using slight generalisations of theorems from total positivity, we present sufficient conditions under which level, slope and curvature are present. These conditions have the nice interpretation of restricting the level, slope and curvature of the correlation surface. It is proven that the Schoenmakers-Coffey correlation matrix also brings along such factors. Finally, we formulate and corroborate our conjecture that the order present in correlation matrices causes slope.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 05-083/2.

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Date of creation: 08 Sep 2005
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Handle: RePEc:dgr:uvatin:20050083

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: Principal components analysis correlation matrix total positivity oscillation matrix Schoenmakers-Coffey matrix

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Find related papers by JEL classification:
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
C60 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - General
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Frank de Jong & Joost Driessen & Antoon Pelsser, 2004. "On the Information in the Interest Rate Term Structure and Option Prices," Review of Derivatives Research, Springer, vol. 7(2), pages 99-127, 08. [Downloadable!]
  2. Carol Alexander & Dimitri Lvov, 2003. "Statistical Properties of Forward Libor Rates," ICMA Centre Discussion Papers in Finance icma-dp2003-03, School of Business, Reading University. [Downloadable!]
  3. Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," Journal of Business, University of Chicago Press, vol. 60(4), pages 473-89, October. [Downloadable!] (restricted)
  4. Santa-Clara, Pedro & Sornette, Didier, 2001. "The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(1), pages 149-85.
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This page was last updated on 2008-7-23.


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