Di Matteo, TizianaAste, TomasoMantegna, R N2015-12-132015-12-130378-4371http://hdl.handle.net/1885/77478An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the collective behavior of the stochastic fluctuations of these time series which is investigated by using a clustering linkage procedure. Without any a priori assumption, we individuate a meaningful separation in 6 main clusters organized in a hierarchical structure.Keywords: Database systems; Finance; Hierarchical systems; Industrial economics; Risk assessment; Statistical methods; Stochastic control systems; Correlations; Data clustering; Econophysics; Interest rates; Financial data processing Correlations; Data clustering; Econophysics; Interest rates200410.1016/j.physa.2004.03.0412015-12-11