Analysis of Term Premium on Bond''s Yield Spread--Taiwan Treasury Bond''s Example
碩士 === 銘傳大學 === 金融研究所 === 88 === This article is to estimate the term premiums between the long-term bonds and short-term bonds in our treasury market, and to find out the factors that affect the term premiums. The result shows that there exist obvious term premiums in our treasury market and are af...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69559959176511415036 |
| Summary: | 碩士 === 銘傳大學 === 金融研究所 === 88 === This article is to estimate the term premiums between the long-term bonds and short-term bonds in our treasury market, and to find out the factors that affect the term premiums. The result shows that there exist obvious term premiums in our treasury market and are affected by liquidity, inventory''s change, monetary policy''s change, and so on.
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