国债回购利率

本文以银行间债券市场和上交所债券市场国债回购利率的行为为研究对象，利用广义矩估计方法分别估计两个市场的回购利率的CKLS模型。

Based on the data of 7-day repo rates on both inter-bank bond market and Shanghai Security Exchange bond market in China , CKLS models on the two markets are estimated respectively by GMM .

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

本文利用向量误差修正模型对各个国债回购利率的估计结果进一步验证了这一点。

Furthermore , the estimation results are supported by error correction model .

中国银行间债券市场国债回购利率随机行为的实证研究

Some Evidence of the Stochastic Behavior of Interbank Bond Redemption Interest Rates

含跳跃过程单因子利率模型的估计&基于中国国债回购利率的实证分析

Estimation for One-Factor Term Structure of Interest Rates With Jumps : Evidence from Government Bond Market

在分析广义矩估计法和极大似然法原理和方法的基础上，采用上海证券交易所国债回购利率数据对这两种估计方法在动态利率模型估计上的实证效果进行检验。

By using the dynamic model of the interest rates , two different estimation methods based on Generalized Method of Moments and Maximum Likelihood Estimation were introduced to estimate the parameters of dynamic models from discretely sampled data .

我国国债回购市场利率期限结构分析

Term structure analysis of the bond repurchasing interest rates market of China

国债回购市场利率价差预测能力的再检验

Retesting Predictive Power of Repo Bond Interest Rate Price Spread

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。

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 .

基于我国国债回购市场的利率预期理论检验

Expectation Hypothesis on Interest Rate of Chinese TB Repo