Estimation Models of the Term Structure of Interest Rates in Taiwan Government Bond Market and application of a instance
碩士 === 東吳大學 === 財務工程與精算數學系 === 98 === This study modifies the Diebold and Lee (2006) model to predict the term structure of interest rates in Taiwan government bonds. This study concludes that the theoretical forecast of short term rate via the modified model does not have significant spreads with t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89307305977699359743 |