Modelling the term structure of interest rates and volatility in China
The purpose of this study is to examine the dynamic behaviour of the Chinese yield curve and the short rate volatility. It consists of an element of literature reviews on the term structure of interest rates and three empirical chapters. The empirical studies discuss the dynamics of Chinese yield cu...
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University of Bath
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.760875 |