中国银行间国债利率期限结构的预期理论检验(21)

时间:2025-03-09

6Chao J C, Chiao C. Testing the Expectations Theory of the Term Structure of Interest Rates Using Modd-Selection Methods[J]. Studies in Nonlinear Dynamics and Econometrics, 1998, 2(4):95~108.

7Christiansen C, Engsted T, Jakobsen S, Tanggaard C. An Empirical Study of the Term Structure of Interest Rates in Denmark[EB/OL]. http://ideas. /p/hhb/aarfin/2003-002, html, 2003.

8Dahlquist M, Jonsson G. The Information in Swedish Short-Maturity Forward Rates[J]. European Economic Review, 1995, 39:1115~1131.

9Dittmar R D, Thornton D L. New Evidence on the Expectations Hypothesis of the Term Structure of Bond Yields[EB/OL]. http: //ideas, /p/fip/fedlwp/2003-021, html, 2003.

10Dziwura J R, Green E M.Interest Rate Expectations and the Shape of the Yield Curve[EB/OL]. http://ideas, /p/fip/fednrp/9631, html, 1996.

中国银行间国债利率期限结构的预期理论检验(21).doc 将本文的Word文档下载到电脑

精彩图片

热门精选

大家正在看

× 游客快捷下载通道(下载后可以自由复制和排版)

限时特价:7 元/份 原价:20元

支付方式:

开通VIP包月会员 特价:29元/月

注:下载文档有可能“只有目录或者内容不全”等情况,请下载之前注意辨别,如果您已付费且无法下载或内容有问题,请联系我们协助你处理。
微信:fanwen365 QQ:370150219