| 中国国债利率期限结构实证研究 |
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| 引用本文： | 刘琳琳. 中国国债利率期限结构实证研究[J]. 统计与信息论坛, 2006, 21(5): 109-111 |
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| 作者姓名： | 刘琳琳 |
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| 作者单位： | 东北财经大学,数量经济系,辽宁,大连,116023 |
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| 摘 要： | 文章利用三次样条函数构造出上交所和深交所的国债利率期限结构,并通过对两市利率期限结构曲线进行比较与分析,得出这样的结论:中国国债利率期限结构虽然呈现出向右上方倾斜的正常态势,但是还存在着曲线趋于平坦、国债品种单一化等问题。
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| 关 键 词： | 即期利率 三次样条函数 利率期限结构 |
| 文章编号： | 1007-3116(2006)05-0109-03 |
| 修稿时间： | 2006-02-28 |
An Empirical Research on the Domestic Term Structure of Interest Rates |
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| LIU Lin-lin. An Empirical Research on the Domestic Term Structure of Interest Rates[J]. Statistics & Information Tribune, 2006, 21(5): 109-111 |
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| Authors: | LIU Lin-lin |
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| Abstract: | This article uses Cubic Spline Function to format the Term Curve of Interest Rates of Shanghai Stock Exchange and Shenzhen stock Exchange respectively and draws the conclusion that although the Term Structure of Interest Rates of our country slope to up and right,the curve incline to smooth and the kinds of the bonds is monotonius through comparing and analysing the two Term Structure Curves of Interest Rates. |
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| Keywords: | spot rate cubic spline function the term structure of interest rates |
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