2013年中债收益率曲线研究

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摘要本文基于2013年我国中债收益率曲线,分析中债收益率曲线构建模型的适用性和准确性。2013年绝大多数中债收益率曲线的质量较以往相比有所提高,但存在估值偏高的现象。

作者程瑶

机构地区北京语言大学国际商学院

出处《中国物价》 2014年第10期57-60,共4页 China Price

关键词中债收益率曲线质量检验

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中国物价

2014年第10期

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