Estimating the Effects of the Illiquidity Constraint on the Term Structure of Interest rate

碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === Term structure of interest rate is the yield curve of zero coupon bonds for different maturity under the same default risk. Compared with other bond market, the Taiwanese Government bond market is an illiquid bond market with trading volume; therefore, we must...

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Bibliographic Details
Main Authors: Yun-Lin Chuang, 鍾韻琳
Other Authors: Hong-Fwu Yu
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/24505514468156038700