Term Structure Estimation and it''s Information Content in Japanese Bonds Market
碩士 === 國立高雄第一科技大學 === 財務管理所 === 96 === The paper first uses the Nelson and Siegel (1987) model to fit the term structure of interest rates of Japanese Government bond market. The observation period is set from 2005 to 2007. The pricing errors refer to the deviations between the model prices and the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/jkzrxa |