我国国债利率期限结构研究

The Study of Term Structure of Interest Rates of Treasury Notes of China

本文简要地阐述了利率期限结构理论,并对国内外的有关利率期限结构的模型进行了评述。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。

This paper simply surveyed the theory of term structure of interest rates and commented native and foreign models of term structure of interest rates. 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.