Setting the Bond Investment Strategy Based on Yield Curve Movements
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 100 === This paper uses the Parsimonious model proposed by Nelson and Siegel (1987) to estimate the term structure of interest rates in Taiwan, China, and Japan Bond Markets. Meanwhile, three interest rate factors embedded in the Nelson and Siegel (1987) model, i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74193862944844508273 |