term structure of interest rates

Principal components analysis of the term structure of interest rates

利率期限结构的主成分分析

However, we need an appropriate model to fit the term structure of interest rates before this study.

而进行这一研究的前提是需要有一个合适的模型去拟合利率期限结构。

Randomized method of continuous term structure of interest rates

连续型利率期限结构的随机化方法

The notes in England The Study of Term Structure of Interest Rates of Treasury Notes of China

中国菜和英国酒&留英手记（10）我国国债利率期限结构研究

The empirical results suggest that the Chinese term structure of interest rates consistents with the main stream idea of positive term premium.

实证结果表明中国的利率期限结构基本上是和主流观点一致的。

Empirical study on estimating the term structure of interest rates based on parametric model

基于参数模型的利率期限结构估计的实证

An Analysis of the Relationship between the Pricing of Interest Rate Instrument and the Term Structure of Interest Rates

利率产品定价与利率期限结构关系分析

Term structure of interest rates and economic growth expectations

利率的期限结构与经济增长预期

Pricing of Discount Bond Option in a Two-factor Model of the Term Structure of Interest Rates

两要素利率期限结构模型下债券期权的定价

In the interest rate market backdrop, the term structure SHIBOR other transactions will continue to increase interest rates on the interbank market risk measurement model needs to be improved, using a wide range of copula function model.

在利率市场化的大背景下，其他期限结构的SHIBOR交易将会不断增加，关于同业拆借市场利率风险的度量需要改进模型，采用多元化的copula函数模型。

The Role of the Term Structure of Interest Rates;

利率期限结构的作用；

Estimation for One-Factor Term Structure of Interest Rates With Jumps: Evidence from Government Bond Market

含跳跃过程单因子利率模型的估计&基于中国国债回购利率的实证分析

The Consistence on Term Structure of Interest Rates

利率期限结构的一致性

In this paper we analyse the term structure of interest rates in frictional markets by using the no-arbitrage approach.

本文用无套利方法分析有摩擦金融市场中利率的期限结构。

The term structure of interest rates is a fundamental tool for the pricing of interest rate instrument.

利率期限结构是利率产品定价的基本工具。

A Study of Term Structure of Interest Rates of Shanghai Security Exchange with Fuzzy Regression

基于模糊回归技术的交易所国债利率期限结构研究

This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates.

本文简要地阐述了利率期限结构理论，并对国内外的有关利率期限结构的模型进行了评述。

Then this article reviews the theory of term structure of interest rates.

接着回顾利率期限结构理论。

The term structure of interest rates is a function of the bond yield on maturity at timet.

利率期限结构是债券收益率在t时刻关于到期期限τ的函数。

Fitting term structure of interest rates of treasure bill market with splines based on robust estimation

基于稳健估计的样条函数法对国债利率期限结构的拟合

Analysis for the Term Structure of Interest Rates in Markets with Transaction Cost

有交易成本的利率期限结构的分析

The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.

利率期限结构研究不同期限国债即期利率与到期期限之间的关系。

The research on term structure of interest rates is one of the most popular topics in the financial area abroad.

利率期限结构是国外金融界长期的热门研究。

The Term Structure of Interest Rates: Theories, Models and Positiveness

利率期限结构：理论、模型和实证

The term structure of interest rates describes the relationships between the yields of zero coupon bonds and their terms to maturity.

利率期限结构描述了不同期限零息债券的收益率及其到期期限之间关系。

Theoretically, there is a kind of relationship between equity risk premium and the term structure of interest rates.

理论上来讲，利率期限结构与股权溢价二者之间是相互联系的。

The Term Structure of Interest Rates in the Money Market and Macroeconomic Factors: Evidences from China

我国货币市场利率期限结构及其与宏观经济关联性研究

This article mainly studys in the correlations between the changes in the term structure of interest rates and macroeconomic variables.

本文主要进行的是对利率期限结构的变化和宏观经济变量的相关性研究。

With the financial innovation, the term structure of interest rates by revealing inflation and macroeconomic aspects of future direction has obvious advantages.

随着金融的不断创新，利率期限结构在揭示通货膨胀和宏观经济未来走向等方面所具有的明显优势。

Estimating the Term Structure of Interest Rates with Spline-based Models

利率期限结构的样条估计模型及其实证研究