The Relative Performance of Bullets and Barbells Under Non-Parallel Yield Curve Shifts
碩士 === 國立臺灣大學 === 財務金融學研究所 === 87 === This study examines the relative performance of bullets and barbells under non-parallel yield curve shifts. To obtain necessary input data, we first apply cubic exponential spline curve fitting technique to fit the term structure of Taiwan government bond data....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02994164905276094015 |