The Empirical Study of the Expectations Theory of the Term Structure of Interest Rates in Smooth Transition Error Correction Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === The purpose of this paper is to investigate the term structure of interest rates in Taiwan. A nonlinear smooth transition error correction model is specified and estimated with a disequilibrium index as a proxy for the transition variable. The results show tha...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72540030319822459581 |