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.
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.
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.
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