摘要
利用交易所国债的交易数据,对基于利率期限结构预测的积极债券投资策略进行实证研究。结果表明,将该策略应用于中国的债券市场能够获得较好的投资绩效。
An empirical study is made on active bond investment strategy based on interest term structure by using the bond dealing data of exchanges. The result suggests that applying strategy to China＇s bond market will gain a better investment performance effect.
出处
《金融理论与实践》
北大核心
2006年第10期7-9,共3页
Financial Theory and Practice
基金
国家自然科学基金资助项目(70273016)
关键词
债券投资
积极投资策略
利率期限结构
bond investment
active bond investment strategy
interest rate term structure
