国债期限结构

国债期限结构问题初探

The Initial Research of the Term Structure of National Debt

论国债期限结构的优化

On Optimization of Time Limit Structure of National Debt

我国国债期限结构特征研究

Study on Term Structure of Chinese Government Bonds

我国在完善国债期限结构方面已取得了一定进展，但仍有一些配套性制度改革工作要做。

Although some progress has been made to rationalize the term structure by Chinese government , there is still some coordinating reform work to do .

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

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

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

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 .

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

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 .

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

对我国国债利率期限结构的实证数值研究是论文的主要部分。

The main part of this paper is the empirical research of Chinese bonds ' interest-rate term structure .

如调整国债的期限结构，适当增加长期国债的比重。

For example , regulating the structure of time term , and enhancing properly the proportion of long-term treasury bonds .

指出完整的国债利率期限结构对一国政府融资、金融深化和货币政策实施等方面能够发挥重要的作用。

The full term structure plays an important role in government finance , financial deepening and other aspects of monetary policy .

进行资产负债分析时，我们还探讨了国债不同期限结构、利息支付方式对未来我国国债信用风险的影响。

In addition , we also study the influence of different maturity structures and interest payment modes on national debt credit risk .

本文在中国利率市场化进程逐步加快的背景下，研究宏观经济与国债利率期限结构相互影响及其应用，对于我国促进债券市场发展、合理制定货币政策具有重要意义。

Under the interest market , this paper concentrate on relationship between the macro economy and the term structure and its application , it is important for the development of bond markets and the make good monetary policy .

在国内的国债利率期限结构模型的基础上，根据现有的数据，分析了我国国债利率期限结构曲线的变动趋势并提出了预测模型。

On the basis of native models of term structure of interest rates , depending on the current data , we analyzed the developing trend of yield curve of treasury notes of China and brought forward a forecasting model .

同时，根据我国国债利率期限结构的形状和特点，用传统的利率期限结构理论对其进行理论说明，并指出国债产品设计与定价上的问题与改进建议。

Meanwhile , in the light of the shape and features of term structure of interest rate of China 's national debt , the authors illustrate it with traditional theory of term structure of interest rate , put forth the suggestion of designing and pricing of the national debt .

本文首先使用Nelson-Siegel模型拟合出2002年沪深交易所国债的利率期限结构，然后运用2因子、3因子主成分法及久期、凸度法对交易所上市的债券进行模拟套期保值。

By using Nelson - Siegel model , the paper derives the term structures for bonds in Shanghai & Shenzhen Security Exchange in 2002 , and use two - and three - principal components as well as traditional duration and convexity to simulate a hedging of portfolios .

应用M-T-M模型，根据考虑了住房贷款提前清偿风险、国债市场利率期限结构的住房贷款价值的变动情况对贷款初期利率进行年度的定价调整。

As the basis ; ( 2 ) To adjust the subsequently annual mortgage loan interest rate by using M-T-M model to confirm the alteration of value of the mortgage loan which related with the prepayment risk and term structure of interest rate in national debt market .

基于我国国债的利率期限结构曲线估计

The Estimation on the Interest-rate Term Structure Curve of Our T Bonds