| 我国国债回购利率基本特征与统计检验 |
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| 引用本文： | 丁咏梅,商勇. 我国国债回购利率基本特征与统计检验[J]. 武汉科技大学学报(社会科学版), 2006, 8(3): 40-43,77 |
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| 作者姓名： | 丁咏梅 商勇 |
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| 作者单位： | 1. 武汉科技大学,理学院,湖北,武汉,430081
2. 中国人民大学,统计学院,北京,100872 |
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| 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。
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| 关 键 词： | 国债 回购利率 期限结构 利率模型 统计检验 |
| 文章编号： | 1009-3699(2006)03-0040-04 |
| 修稿时间： | 2006-01-21 |
Repurchase Rates of Government Bonds: Basic Features and Statistical Test |
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| DING Yong-mei,SHANG Yong. Repurchase Rates of Government Bonds: Basic Features and Statistical Test[J]. Journal of Wuhan University of Science and Technology(Social Science Edition), 2006, 8(3): 40-43,77 |
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| Authors: | DING Yong-mei SHANG Yong |
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| 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. |
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| Keywords: | government bond repurchase rate term structure rate model statistical test |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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