节点文献
我国国债回购利率基本特征与统计检验
Repurchase Rates of Government Bonds: Basic Features and Statistical Test
【摘要】 通过对我国国债回购市场利率的基本特征进行分析,指出了我国国债回购利率的统计特征,为人们对利率模型进行进一步的分析,给出一些基础性结论。
【Abstract】 With the analysis of repurchase rates of Chinese government bonds in the market,this paper arrives at the statistical features of the rates,which has laid down the foundation for further studies.
【关键词】 国债;
回购利率;
期限结构;
利率模型;
统计检验;
【Key words】 government bond; repurchase rate; term structure; rate model; statistical test;
【Key words】 government bond; repurchase rate; term structure; rate model; statistical test;
- 【文献出处】 武汉科技大学学报(社会科学版) ,Journal of Wuhan University of Science and Technology(Social Science Edition) , 编辑部邮箱 ,2006年03期
- 【分类号】F812.5;F224
- 【被引频次】2
- 【下载频次】189