利率期限结构研究不同期限国债即期利率与到期期限之间的关系。
The problem of the term structure of interest rates is about the relation between instantaneous rates and maturities.
远期利率，很多年前我写过一篇，研究利率期限结构的文章，我想知道谁是“远期利率”这个词的创始人。
Forward rates I wrote a survey article years ago about the term structure of interest rates and I wanted to find out who was the originator of the term "forward rate."
利率期限结构的估计在金融研究中有着重要的地位，它是资产定价、金融产品设计、保值和风险管理的基准。
The estimation of interest rate of term structure has an important estate in financial research, for it is the benchmark for asset pricing, financial products design, hedging and risk management.
利率期限结构的理论和模型是金融研究中最具挑战性的课题之一。
The interest rate term structure theory and model is one of the most challenging topics in the financial research.
对我国国债利率期限结构的实证研究是论文的主要部分。
The main part of this paper is the empirical research of Chinese bonds' interest-rate term structure.
为了推动利率市场化进程，本文以Shibor作为研究对象，构造了Shibor期限结构的基础模型。
In order to promote the market-based process of interest rate, this paper has constructed the basic model of term structure of Shibor regarding Shibor as the research object.
首先，本文讨论了传统的利率期限结构理论和国内外利率期限结构理论的最新研究进展情况。
Firstly, the author analyzes the traditional term structure models of interest rate and reviews the latest development in this field.
本文采用主成分分析的方法对我国的利率期限结构进行了研究。
This paper analyzes principal components constructing the term structure of interest rates in China.
鉴于此，本文将密切联系中国债券市场的实际，在借鉴国外研究成果的基础上，对中国国债的利率期限结构进行研究。
Considering of the latest researches in the world, this thesis focuses on the term structure of interest rates behavior in the Chinese bond market.
为了更好的描述我国短期利率的动态特性，本文以我国同业拆借利率作为研究对象，构造了我国同业拆借利率期限结构的基础模型。
For better understanding of the dynamics short-term interest rates, the paper establishes a basic model of term structure for China's interbank offered rate.
面板数据模型研究表明，实际利率的影响是负的，通胀波动性对债务期限结构有显著的负影响。
Through panel data model, we find that the impacts of real interest rates is negative, inflation volatility has a significant negative impact on debt maturity structure.
作为资金价格的利率水平因期限不同而异，这种关系就是我们所要研究的利率期限结构。
The value of interest rate, which is the price of funds, is different with the fund's maturity, and the term structure of interest rate is the combination of those different values.
利率期限结构的理论和模型是金融研究中最具挑战性的课题之一，也是目前金融工程领域的一项十分重要的基础性研究工作。
The theories and models on term structure of interest rates are one of the most challenging works in finance research and an important fundamental branch in financial engineering field.
本文对利率期限结构的实证研究主要分为静态研究和动态研究两个方面。
This dissertation's research on the term structure of interest rate can be separated into two parts: static state and dynamic state.
而利率期限结构的模型估计又是利率理论研究和实证工作的基础和关键环节。
And the model estimation of term structure of interest rates is the foundation and key link for the theoretical and empirical research on interest rates.
所以对利率期限结构的研究一直是金融学领域一个基础性的研究课题。
Therefore, the research on term structure is always a basic research in finance field.
实证研究表明，无论是对于短期利率期限结构还是中长期利率期限结构，预期理论都无法被拒绝。
Under short or the long terms, the results showed that the expectations theory cannot be rejected.
国外的研究者对影响利率期限结构的因素十分关注，并提出了许多利率期限结构的理论。
The foreign researchers focused on the factors affecting the term structure and put forward many term structure theories.
国外的研究者对影响利率期限结构的因素十分关注，并提出了许多利率期限结构的理论。
The foreign researchers focused on the factors affecting the term structure and put forward many term structure theories.
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