An empirical analysis the effect of interest-rate variance on term structure of interest rate
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === The aim of this study is to empirically verify the effect of interest-rate variance on the shape of the yield curve with the use of ARCH-M model for the short-rate changes and the yield curve slope, that based on sample taken from developed countries and developi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27332820512595850711 |