| 我国国债利率期限结构研究 |
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| 引用本文： | 王相宁,卢全治.我国国债利率期限结构研究[J].价值工程,2005,24(3):98-101. |
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| 作者姓名： | 王相宁 卢全治 |
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| 作者单位： | 中国科学技术大学商学院,合肥,230026;中国科学技术大学商学院,合肥,230026 |
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| 基金项目： | 本文由部分教育部留学回国人员科研启动基金资助 |
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| 摘 要： | 本文简要地阐述了利率期限结构理论,并对国内外的有关利率期限结构的模型进行了评述。在国内的国债利率期限结构模型的基础上,根据现有的数据,分析了我国国债利率期限结构曲线的变动趋势并提出了预测模型。
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| 关 键 词： | 国债 利率期限结构 到期收益率 |
| 文章编号： | 1006-4311(2005)03-0098-04 |
The Study of Term Structure of Interest Rates of Treasury Notes of China |
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| Wang Xiangning,Lu Quangzhi.The Study of Term Structure of Interest Rates of Treasury Notes of China[J].Value Engineering,2005,24(3):98-101. |
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| Authors: | Wang Xiangning Lu Quangzhi |
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| Abstract: | This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates. On the basis of native models of term structure of interest rates, depending on the current data, we analyzed the developing trend of yield curve of treasury notes of China and brought forward a forecasting model. |
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| Keywords: | treasury notes term structure of interest rates yield to maturity |
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