国债利率

毕竟，如果国债利率大幅上升，投资者真的愿意继续购买mbs工具吗？

After all , will investors really keep buying MBS instruments if say , Treasury rates shoot up ?

但同样有可能的是，市场可能出现糟糕的冲击，尤其是如果货币市场或国债利率上升。

But it is equally possible that there could be nasty shocks ahead , particularly if money market or treasury rates rise .

基于B样条对国债利率期限结构的实证研究

Fitting the Term Structure of Interest Rate of Bond with B Spline

基于VRP方法的上交所国债利率期限结构拟合模型

VRP fitting model for the term structure of SSE T-bonds

但这并非市场困扰的唯一信号：以美国为例，3个月期国债利率与AA级资产担保融资票据之间的息差，已从今年早些时候的30个基点扩大到了270个基点。

Yet this is not the only indication of distress : in the US , for example , the spread between the rate of interest on three-month treasury bills and AA-rated asset-backed financial paper has widened to 270 basis points from 30 basis points earlier in the year .

LAD-LASSO方法是最新的变量选择方法，它的最大优势是可以在估计参数的同时选择变量，在本文的第八章中我们应用这种方法来拟合我国上海证券交易所交易的国债利率期限结构。

Furthermore , we apply LAD-LASSO to perform variable selection and parameter estimation simultaneously in Chapter 8 . The propose methods are used to estimate the Shanghai stock exchange term structure of interest rates with cubic spline function .

在现有研究的基础上，本文试图基于Nelson-Siegel模型对我国国债利率期限结构的拟合和预测进行理论和实证研究。首先，本文对Nelson-Siegel模型进行修正，将国债供给因素加入其中。

Following the present researches , this thesis tries to do some systematic researches on fitting and forecasting the term structure of interest rate of government bonds in China , based on the Nelson-Siegel model . Firstly , we modify the Nelson-Siegel model by adding the government bond supply factor .

关于估计国债利率期限结构的实证数值研究

Empirically Numerical Research on Treasury Bond s ' Term Structure

B-样条法构造国债利率期限结构理论及其实证分析

B-spline Method Constructing Theoretical Treasury Yield Curves Theory with Practice

国债利率期限结构模型的实证比较

Empirical Comparison of Several Interest Rate Term Structure Models

我国国债利率期限结构的动态实证研究

Dynamic Analysis of Term Structure of Interest Rate of China 's Treasury Bonds

我国商业银行国债利率风险管理研究

Study for Treasury Bond 's Interest Rate Risk of Commercial Banks in China

交易所国债利率期限结构实证研究

Empirical Study of Treasury Bonds Term Structure in Bourse

利率期限结构理论的发展与中国国债利率期限结构的实证研究

Development of Interest Rate Term Structure Theories and Empirical Research in China Treasury Bond

下调美国的评级意味着，美国国债利率将微幅上升。

A lower one would mean interest rates on treasury bonds would rise slightly .

因此，关于国债利率期限结构的研究也具有更重要的意义。

Therefore , the research on the interest rate term structure has greater significance .

国债利率风险与市场风险的识别与规避

Identifying and Covering the Interest Rate Risk and Market Risk of the Treasury Bonds

在我国现阶段最恰当的基准利率就是国债利率。

The most proper basic interest rate is the interest rate of government bonds .

而国债利率的均衡依赖于一个有效率的国债市场。

The efficiency of treasure bond interest depends on an efficient treasure bond market .

一旦国债利率大幅上升，市场很快就会丧失信心。

Once yields balloon , a loss of confidence can quickly become self - fulfilling .

基于模糊回归技术的交易所国债利率期限结构研究

A Study of Term Structure of Interest Rates of Shanghai Security Exchange with Fuzzy Regression

实例中包括股票市场价格，短期国债利率和信贷市场状况。

Examples include stock market prices , Treasury Bill rates , and credit market conditions .

三个月的短期国债利率为零。

Three-month Treasury bills pay exactly nothing .

中国银行间国债利率期限结构的预期理论检验

Test of the Expectations Theory of the Term Structure of Treasury Market Among China Banks

基于稳健估计的样条函数法对国债利率期限结构的拟合

Fitting term structure of interest rates of treasure bill market with splines based on robust estimation

我国货币政策的实施会对国债利率期限结构产生显著的影响。

The paper analyzes the influence mechanism of monetary policy to the term structure in China .

美国、德国和英国的国债利率都已跌至历史最低水平。

Interest rates on US , German and UK government bonds have fallen to all-time lows .

国债利率走高一直在推升抵押贷款利率，特别是自4月以后。

The higher treasury bond interest rates have pulled up mortgage rates , especially since April .

中国菜和英国酒&留英手记（10）我国国债利率期限结构研究

The notes in England The Study of Term Structure of Interest Rates of Treasury Notes of China

10年期国债利率走高的最简单解释是，许多投资者现在预期，通胀将上升。

The simplest explanation for the higher 10-year rate is that many investors now expect inflation to rise .